+803.3%
APP vs CP
+28.7%
+774.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -0.7% | +31.7% | +31.3% |
| 7D | +39.7% | +6.1% | +33.6% | +36.8% |
| 30D | +27.7% | +9.8% | +18.0% | +23.6% |
| 3M | -14.8% | +2.7% | -17.5% | -15.6% |
| 6M | -25.5% | +12.8% | -38.3% | -29.0% |
| YTD | -47.2% | +28.2% | -75.3% | -52.7% |
| 1Y | -42.3% | +34.1% | -76.4% | -49.6% |
| All | +803.3% | +28.7% | +774.7% | +741.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling