-43.0%
APP vs ELV
+30.0%
-73.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.8% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | -10.0% | +2.0% | -12.0% | -9.9% |
| 3M | -44.6% | -3.5% | -41.2% | -45.3% |
| 6M | -37.9% | +40.2% | -78.1% | -34.6% |
| YTD | -53.7% | +15.8% | -69.5% | -52.3% |
| 1Y | -43.0% | +33.2% | -76.1% | -36.5% |
| All | -43.0% | +30.0% | -73.0% | -36.5% |
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