+855.1%
APP vs ELF
+24.8%
+830.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.4% |
| 7D | +61.1% | +6.3% | +54.8% | +58.6% |
| 30D | +42.8% | +8.5% | +34.3% | +39.9% |
| 3M | +16.7% | +24.4% | -7.8% | +10.1% |
| 6M | -15.6% | +94.7% | -110.3% | -29.5% |
| YTD | -41.3% | +55.9% | -97.2% | -49.0% |
| 1Y | -39.3% | +48.4% | -87.7% | -46.7% |
| All | +855.1% | +24.8% | +830.3% | +662.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling