+653.5%
APP vs EL
-31.7%
+685.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.0% | -0.7% | +1.4% |
| 7D | +0.9% | +0.8% | +0.1% | +0.7% |
| 30D | -23.3% | +19.8% | -43.1% | -27.1% |
| 3M | -42.6% | +25.7% | -68.4% | -46.1% |
| 6M | -33.6% | +5.4% | -39.1% | -35.5% |
| YTD | -52.4% | +0.2% | -52.6% | -53.8% |
| 1Y | -35.9% | +20.4% | -56.3% | -40.9% |
| All | +653.5% | -31.7% | +685.2% | +644.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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