-35.9%
APP vs ECL
+3.0%
-38.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +0.9% | -2.6% | +3.5% | +0.8% |
| 30D | -23.3% | -2.2% | -21.1% | -23.3% |
| 3M | -42.6% | +10.1% | -52.8% | -41.9% |
| 6M | -33.6% | -5.7% | -27.9% | -35.9% |
| YTD | -52.4% | +7.0% | -59.4% | -52.2% |
| 1Y | -35.9% | +2.7% | -38.5% | -33.9% |
| All | -35.9% | +3.0% | -38.9% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling