+316.8%
APP vs COMP
-45.0%
+361.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +7.7% | +3.0% | +8.0% |
| 7D | +4.5% | +9.5% | -5.0% | +1.5% |
| 30D | -3.6% | +8.1% | -11.7% | -6.2% |
| 3M | -35.3% | -16.3% | -18.9% | -31.6% |
| 6M | -42.8% | +42.2% | -85.0% | -51.3% |
| YTD | -59.7% | -5.0% | -54.7% | -60.6% |
| 1Y | -55.4% | +20.1% | -75.4% | -60.0% |
| 3Y | +592.0% | +358.4% | +233.6% | +238.4% |
| 5Y | +175.7% | -21.9% | +197.7% | +112.7% |
| All | +316.8% | -45.0% | +361.8% | +245.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling