+892.4%
APP vs ED
+44.5%
+847.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.4% | +12.2% | +7.6% |
| 7D | +71.2% | +1.6% | +69.6% | +73.6% |
| 30D | +39.1% | +13.3% | +25.8% | +57.7% |
| 3M | +16.5% | +9.7% | +6.8% | +28.2% |
| 6M | -16.6% | +12.8% | -29.3% | -4.6% |
| YTD | -41.9% | +22.3% | -64.3% | -27.4% |
| 1Y | -37.0% | +26.3% | -63.3% | -18.8% |
| 3Y | +892.4% | +45.0% | +847.4% | +1,232.9% |
| All | +892.4% | +44.5% | +847.9% | +1,232.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling