-35.9%
APP vs ELV
+34.8%
-70.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +2.1% |
| 7D | +0.9% | +3.3% | -2.4% | +1.2% |
| 30D | -23.3% | +4.2% | -27.4% | -23.0% |
| 3M | -42.6% | -0.1% | -42.6% | -43.0% |
| 6M | -33.6% | +41.3% | -74.9% | -29.4% |
| YTD | -52.4% | +17.4% | -69.9% | -50.5% |
| 1Y | -35.9% | +35.1% | -70.9% | -22.3% |
| All | -35.9% | +34.8% | -70.7% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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