+292.6%
APP vs EFX
-31.2%
+323.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.2% | +12.1% | +11.3% |
| 7D | +71.2% | +2.7% | +68.5% | +68.0% |
| 30D | +39.1% | +33.1% | +6.0% | +13.1% |
| 3M | +16.5% | +8.2% | +8.4% | +8.2% |
| 6M | -16.6% | +10.2% | -26.7% | -25.0% |
| YTD | -41.9% | -11.8% | -30.1% | -39.1% |
| 1Y | -37.0% | -6.1% | -30.9% | -37.4% |
| 3Y | +892.4% | +7.5% | +884.9% | +687.8% |
| All | +292.6% | -31.2% | +323.8% | +331.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling