+892.4%
APP vs COR
+74.4%
+818.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.8% | +11.7% | +9.6% |
| 7D | +71.2% | +0.8% | +70.4% | +70.9% |
| 30D | +39.1% | +5.1% | +33.9% | +39.4% |
| 3M | +16.5% | +2.8% | +13.7% | +16.6% |
| 6M | -16.6% | +32.5% | -49.1% | -14.6% |
| YTD | -41.9% | -0.7% | -41.3% | -40.7% |
| 1Y | -37.0% | -6.7% | -30.3% | -37.2% |
| 3Y | +892.4% | +73.7% | +818.7% | +1,260.5% |
| All | +892.4% | +74.4% | +818.1% | +1,260.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 3y: compounded portfolio wealth divided by compounded COR 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…
3y analysis · Full analysis span regression · 6 months rolling