+446.2%
APP vs ELF
+275.6%
+170.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -3.3% | +34.4% | +32.0% |
| 7D | +39.7% | -2.7% | +42.4% | +40.6% |
| 30D | +27.7% | +6.9% | +20.9% | +25.0% |
| 3M | -14.8% | +27.2% | -42.0% | -21.8% |
| 6M | -25.5% | +84.9% | -110.4% | -39.5% |
| YTD | -47.2% | +44.5% | -91.6% | -54.7% |
| 1Y | -42.3% | -6.8% | -35.5% | -45.0% |
| 3Y | +806.8% | +14.2% | +792.6% | +563.8% |
| 5Y | +261.6% | +250.6% | +11.0% | +12.7% |
| All | +446.2% | +275.6% | +170.6% | +64.4% |
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