+887.9%
APP vs EFX
+4.8%
+883.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.7% | +3.2% | +3.6% |
| 7D | +4.6% | -0.8% | +5.3% | +5.0% |
| 30D | +56.0% | +25.1% | +30.9% | +38.5% |
| 3M | +30.8% | +1.7% | +29.2% | +28.1% |
| 6M | -9.8% | +18.4% | -28.2% | -19.6% |
| YTD | -39.3% | -12.5% | -26.8% | -36.1% |
| 1Y | -26.4% | -8.1% | -18.4% | -24.9% |
| 3Y | +887.9% | +4.8% | +883.1% | +752.0% |
| All | +887.9% | +4.8% | +883.1% | +752.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling