+391.7%
APP vs EFX
-1.5%
+393.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.4% | +8.6% | +6.2% |
| 7D | +0.9% | -8.6% | +9.5% | +6.4% |
| 30D | -23.3% | +0.1% | -23.4% | -23.8% |
| 3M | -42.6% | +3.8% | -46.5% | -45.2% |
| 6M | -33.6% | -13.5% | -20.1% | -28.9% |
| YTD | -52.4% | -17.7% | -34.8% | -47.5% |
| 1Y | -35.9% | -25.6% | -10.3% | -25.2% |
| 3Y | +642.2% | -12.1% | +654.3% | +626.6% |
| 5Y | +311.1% | -33.8% | +344.9% | +327.5% |
| All | +391.7% | -1.5% | +393.2% | +414.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling