-39.3%
APP vs ELF
+56.1%
-95.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.4% |
| 7D | +61.1% | +6.3% | +54.8% | +58.8% |
| 30D | +42.8% | +8.5% | +34.3% | +40.1% |
| 3M | +16.7% | +24.4% | -7.8% | +10.7% |
| 6M | -15.6% | +94.7% | -110.3% | -28.6% |
| YTD | -41.3% | +55.9% | -97.2% | -50.7% |
| 1Y | -39.3% | +48.4% | -87.7% | -48.0% |
| All | -39.3% | +56.1% | -95.4% | -48.0% |
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