+500.0%
APP vs EAT
+201.3%
+298.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.9% | +12.7% | +10.8% |
| 7D | +71.2% | -2.6% | +73.9% | +72.1% |
| 30D | +39.1% | +11.5% | +27.6% | +32.8% |
| 3M | +16.5% | -9.1% | +25.7% | +18.2% |
| 6M | -16.6% | +40.4% | -57.0% | -29.2% |
| YTD | -41.9% | +43.9% | -85.9% | -51.8% |
| 1Y | -37.0% | +101.9% | -139.0% | -54.7% |
| 3Y | +892.4% | +489.9% | +402.6% | +311.4% |
| 5Y | +297.3% | +362.6% | -65.3% | +58.5% |
| All | +500.0% | +201.3% | +298.7% | +140.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling