-55.4%
APP vs EFX
-7.5%
-47.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.4% | +8.3% | +9.8% |
| 7D | +4.5% | +9.2% | -4.7% | +1.1% |
| 30D | -3.6% | +34.8% | -38.4% | -14.8% |
| 3M | -35.3% | +8.8% | -44.1% | -38.0% |
| 6M | -42.8% | +12.3% | -55.1% | -46.6% |
| YTD | -59.7% | -10.6% | -49.1% | -58.4% |
| 1Y | -55.4% | -6.7% | -48.6% | -52.0% |
| All | -55.4% | -7.5% | -47.8% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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