+313.2%
APP vs ECL
+39.8%
+273.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.4% |
| 7D | +61.1% | +0.4% | +60.7% | +59.7% |
| 30D | +42.8% | +8.6% | +34.2% | +33.4% |
| 3M | +16.7% | +7.9% | +8.8% | +9.4% |
| 6M | -15.6% | +21.0% | -36.6% | -27.7% |
| YTD | -41.3% | +17.5% | -58.8% | -49.6% |
| 1Y | -39.3% | +19.7% | -58.9% | -49.0% |
| 3Y | +803.2% | +77.4% | +725.8% | +405.8% |
| 5Y | +313.2% | +38.7% | +274.5% | +120.3% |
| All | +313.2% | +39.8% | +273.3% | +120.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling