-55.4%
APP vs ELF
-3.2%
-52.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.9% | +8.8% | +10.4% |
| 7D | +4.5% | -1.5% | +6.1% | +4.8% |
| 30D | -3.6% | +9.5% | -13.1% | -4.9% |
| 3M | -35.3% | +29.4% | -64.6% | -38.0% |
| 6M | -42.8% | +83.7% | -126.5% | -48.3% |
| YTD | -59.7% | +49.4% | -109.1% | -63.1% |
| 1Y | -55.4% | -3.9% | -51.4% | -57.9% |
| All | -55.4% | -3.2% | -52.1% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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