+500.0%
APP vs ELF
+297.1%
+203.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.7% | +4.1% | +8.1% |
| 7D | +71.2% | +4.0% | +67.2% | +69.0% |
| 30D | +39.1% | +10.6% | +28.5% | +34.8% |
| 3M | +16.5% | +25.8% | -9.3% | +8.1% |
| 6M | -16.6% | +89.1% | -105.6% | -32.6% |
| YTD | -41.9% | +52.7% | -94.7% | -51.0% |
| 1Y | -37.0% | +51.7% | -88.8% | -46.8% |
| 3Y | +892.4% | +14.2% | +878.2% | +634.3% |
| 5Y | +297.3% | +270.7% | +26.6% | +21.9% |
| All | +500.0% | +297.1% | +203.0% | +77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling