+391.7%
APP vs EAT
+235.8%
+155.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.0% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | -23.3% | +1.9% | -25.2% | -24.5% |
| 3M | -42.6% | +68.7% | -111.3% | -53.9% |
| 6M | -33.6% | +66.9% | -100.5% | -47.0% |
| YTD | -52.4% | +60.4% | -112.8% | -61.5% |
| 1Y | -35.9% | +44.0% | -79.9% | -46.7% |
| 3Y | +642.2% | +604.7% | +37.5% | +188.2% |
| 5Y | +311.1% | +347.0% | -35.9% | +60.9% |
| All | +391.7% | +235.8% | +155.8% | +91.7% |
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