+892.4%
APP vs CP
+26.5%
+865.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.7% | +11.6% | +10.4% |
| 7D | +71.2% | +2.8% | +68.4% | +69.5% |
| 30D | +39.1% | +10.2% | +28.9% | +34.2% |
| 3M | +16.5% | +2.4% | +14.2% | +15.3% |
| 6M | -16.6% | +7.7% | -24.2% | -19.1% |
| YTD | -41.9% | +26.0% | -67.9% | -47.8% |
| 1Y | -37.0% | +34.6% | -71.7% | -45.4% |
| 3Y | +892.4% | +26.7% | +865.8% | +829.5% |
| All | +892.4% | +26.5% | +865.9% | +829.5% |
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