+877.5%
APP vs EAT
+483.7%
+393.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.9% | -0.5% | +1.7% |
| 7D | +48.9% | -8.9% | +57.9% | +51.5% |
| 30D | +49.4% | +3.4% | +46.0% | +47.5% |
| 3M | +27.0% | -9.3% | +36.3% | +28.2% |
| 6M | -15.4% | +43.8% | -59.2% | -25.4% |
| YTD | -39.9% | +39.9% | -79.8% | -46.8% |
| 1Y | -32.0% | +89.7% | -121.7% | -45.0% |
| All | +877.5% | +483.7% | +393.8% | +491.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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