+446.2%
APP vs ED
+93.8%
+352.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +0.9% | +30.1% | +31.5% |
| 7D | +39.7% | +5.2% | +34.5% | +42.9% |
| 30D | +27.7% | +15.5% | +12.2% | +36.9% |
| 3M | -14.8% | +13.0% | -27.8% | -9.4% |
| 6M | -25.5% | +13.1% | -38.6% | -20.4% |
| YTD | -47.2% | +25.3% | -72.4% | -40.9% |
| 1Y | -42.3% | +30.5% | -72.8% | -34.4% |
| 3Y | +806.8% | +49.3% | +757.5% | +934.2% |
| 5Y | +261.6% | +84.6% | +177.1% | +375.6% |
| All | +446.2% | +93.8% | +352.3% | +630.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling