-32.0%
APP vs CLX
+6.9%
-38.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.3% |
| 7D | +48.9% | +7.8% | +41.2% | +48.1% |
| 30D | +49.4% | +28.5% | +20.9% | +49.1% |
| 3M | +27.0% | +1.3% | +25.7% | +22.3% |
| 6M | -15.4% | +23.4% | -38.8% | -14.3% |
| YTD | -39.9% | +11.4% | -51.3% | -41.4% |
| 1Y | -32.0% | +6.9% | -38.9% | -32.9% |
| All | -32.0% | +6.9% | -38.9% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CLX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling