+654.6%
APP vs ELV
-4.6%
+659.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -42.8% |
| 6M | -33.6% | +41.3% | -74.9% | -30.8% |
| YTD | -52.4% | +17.4% | -69.9% | -51.3% |
| 1Y | -35.9% | +35.1% | -70.9% | -33.1% |
| All | +654.6% | -4.6% | +659.3% | +644.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling