-26.4%
APP vs ELV
+34.6%
-61.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +4.0% | +3.9% |
| 7D | +4.6% | +1.0% | +3.6% | +4.6% |
| 30D | +56.0% | +0.4% | +55.7% | +55.8% |
| 3M | +30.8% | +8.4% | +22.5% | +30.6% |
| 6M | -9.8% | +8.4% | -18.2% | -10.2% |
| YTD | -39.3% | +24.4% | -63.7% | -38.3% |
| 1Y | -26.4% | +33.5% | -59.9% | -25.5% |
| All | -26.4% | +34.6% | -61.0% | -25.5% |
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