-55.4%
APP vs COMP
+23.8%
-79.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +7.7% | +3.0% | +8.3% |
| 7D | +4.5% | +9.5% | -5.0% | +1.9% |
| 30D | -3.6% | +8.1% | -11.7% | -5.9% |
| 3M | -35.3% | -16.3% | -18.9% | -32.4% |
| 6M | -42.8% | +42.2% | -85.0% | -49.4% |
| YTD | -59.7% | -5.0% | -54.7% | -54.2% |
| 1Y | -55.4% | +20.1% | -75.4% | -48.9% |
| All | -55.4% | +23.8% | -79.2% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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