-55.4%
APP vs ELV
+42.6%
-98.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.9% | +5.8% | +10.7% |
| 7D | +4.5% | +4.8% | -0.2% | +4.5% |
| 30D | -3.6% | +10.1% | -13.7% | -3.4% |
| 3M | -35.3% | +15.4% | -50.6% | -34.8% |
| 6M | -42.8% | +17.7% | -60.5% | -41.8% |
| YTD | -59.7% | +25.7% | -85.3% | -57.8% |
| 1Y | -55.4% | +39.9% | -95.2% | -49.7% |
| All | -55.4% | +42.6% | -98.0% | -49.7% |
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