-43.0%
APP vs EFX
-30.2%
-12.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.4% | -1.6% |
| 7D | +0.1% | -7.8% | +7.9% | +2.9% |
| 30D | -10.0% | -5.7% | -4.3% | -8.5% |
| 3M | -44.6% | +2.5% | -47.2% | -46.1% |
| 6M | -37.9% | -16.7% | -21.2% | -33.5% |
| YTD | -53.7% | -20.2% | -33.5% | -50.1% |
| 1Y | -43.0% | -31.4% | -11.6% | -35.8% |
| All | -43.0% | -30.2% | -12.8% | -35.8% |
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