+316.8%
APP vs CP
+30.8%
+286.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.5% | +7.2% | +8.8% |
| 7D | +4.5% | +5.6% | -1.0% | +1.6% |
| 30D | -3.6% | +10.0% | -13.7% | -8.4% |
| 3M | -35.3% | +4.4% | -39.6% | -36.8% |
| 6M | -42.8% | +14.1% | -56.9% | -47.1% |
| YTD | -59.7% | +29.1% | -88.7% | -65.8% |
| 1Y | -55.4% | +34.6% | -89.9% | -63.2% |
| 3Y | +592.0% | +29.8% | +562.2% | +468.2% |
| 5Y | +175.7% | +28.7% | +147.1% | +131.4% |
| All | +316.8% | +30.8% | +286.0% | +231.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling