-25.5%
APP vs ECL
+19.7%
-45.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.9% | +34.0% | +31.0% |
| 7D | +39.7% | +1.7% | +38.0% | +37.3% |
| 30D | +27.7% | +8.9% | +18.8% | +22.7% |
| 3M | -14.8% | +7.4% | -22.2% | -17.9% |
| 6M | -25.5% | +19.3% | -44.9% | -28.4% |
| All | -25.5% | +19.7% | -45.2% | -28.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling