+292.6%
APP vs ECL
+37.7%
+255.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.7% | +11.5% | +11.0% |
| 7D | +71.2% | -0.8% | +72.0% | +70.9% |
| 30D | +39.1% | +8.1% | +31.0% | +30.2% |
| 3M | +16.5% | +6.4% | +10.2% | +10.4% |
| 6M | -16.6% | +14.8% | -31.3% | -25.8% |
| YTD | -41.9% | +15.5% | -57.4% | -49.6% |
| 1Y | -37.0% | +20.1% | -57.2% | -47.4% |
| 3Y | +892.4% | +77.8% | +814.7% | +453.4% |
| All | +292.6% | +37.7% | +255.0% | +108.9% |
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 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