-29.2%
APP vs ECL
+18.0%
-47.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.9% |
| 7D | +10.6% | -0.5% | +11.0% | +10.5% |
| 30D | +44.6% | +6.6% | +38.0% | +43.1% |
| 3M | +29.6% | +9.6% | +20.0% | +28.0% |
| 6M | -19.8% | +21.6% | -41.4% | -19.5% |
| YTD | -41.6% | +16.9% | -58.5% | -41.2% |
| All | -29.2% | +18.0% | -47.2% | -28.3% |
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