-32.0%
APP vs ED
+24.8%
-56.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.2% |
| 7D | +48.9% | -0.9% | +49.9% | +47.3% |
| 30D | +49.4% | +11.2% | +38.2% | +73.2% |
| 3M | +27.0% | +11.8% | +15.2% | +48.5% |
| 6M | -15.4% | +14.1% | -29.5% | +4.1% |
| YTD | -39.9% | +23.0% | -62.9% | -13.7% |
| 1Y | -32.0% | +23.7% | -55.6% | -0.1% |
| All | -32.0% | +24.8% | -56.8% | -0.1% |
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