+933.3%
APP vs ECL
+78.6%
+854.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.0% | +2.8% | +4.3% |
| 7D | +79.2% | -0.5% | +79.7% | +78.8% |
| 30D | +48.0% | +8.8% | +39.2% | +43.0% |
| 3M | +18.2% | +7.8% | +10.4% | +14.6% |
| 6M | -12.5% | +21.3% | -33.8% | -18.5% |
| YTD | -39.2% | +17.8% | -56.9% | -43.5% |
| 1Y | -33.9% | +21.1% | -54.9% | -39.6% |
| 3Y | +933.3% | +80.1% | +853.2% | +659.5% |
| All | +933.3% | +78.6% | +854.6% | +659.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling