-55.4%
APP vs ED
+27.1%
-82.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.0% | +7.7% | +14.5% |
| 7D | +4.5% | +5.4% | -0.9% | +11.9% |
| 30D | -3.6% | +16.4% | -20.0% | +19.4% |
| 3M | -35.3% | +11.9% | -47.1% | -24.1% |
| 6M | -42.8% | +11.6% | -54.3% | -32.8% |
| YTD | -59.7% | +24.1% | -83.8% | -41.2% |
| 1Y | -55.4% | +26.9% | -82.2% | -32.3% |
| All | -55.4% | +27.1% | -82.5% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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