-25.5%
APP vs COMP
+29.1%
-54.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -8.2% | +39.2% | +31.8% |
| 7D | +39.7% | -1.8% | +41.5% | +38.8% |
| 30D | +27.7% | -0.8% | +28.5% | +26.4% |
| 3M | -14.8% | -28.1% | +13.4% | -12.3% |
| 6M | -25.5% | +27.0% | -52.5% | -21.6% |
| All | -25.5% | +29.1% | -54.7% | -21.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling