+506.6%
APP vs EFV
+96.3%
+410.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.2% | -3.0% |
| 7D | +61.1% | +2.1% | +59.0% | +55.6% |
| 30D | +42.8% | +3.1% | +39.7% | +36.2% |
| 3M | +16.7% | -1.3% | +18.0% | +18.2% |
| 6M | -15.6% | +6.0% | -21.6% | -23.0% |
| YTD | -41.3% | +15.8% | -57.1% | -53.7% |
| 1Y | -39.3% | +21.1% | -60.4% | -55.3% |
| 3Y | +803.2% | +91.0% | +712.2% | +239.8% |
| 5Y | +313.2% | +94.3% | +218.9% | +51.0% |
| All | +506.6% | +96.3% | +410.3% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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