-39.3%
APP vs CP
+32.8%
-72.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.3% | -3.5% |
| 7D | +61.1% | +2.8% | +58.3% | +61.0% |
| 30D | +42.8% | +11.0% | +31.7% | +43.2% |
| 3M | +16.7% | +3.8% | +12.8% | +16.9% |
| 6M | -15.6% | +9.5% | -25.1% | -14.8% |
| YTD | -41.3% | +28.2% | -69.5% | -38.4% |
| 1Y | -39.3% | +33.0% | -72.2% | -36.0% |
| All | -39.3% | +32.8% | -72.0% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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