+292.6%
APP vs ELV
+8.2%
+284.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.5% | +11.3% | +10.0% |
| 7D | +71.2% | +1.3% | +69.9% | +71.0% |
| 30D | +39.1% | +5.3% | +33.8% | +38.6% |
| 3M | +16.5% | +9.2% | +7.3% | +15.9% |
| 6M | -16.6% | +14.5% | -31.1% | -17.2% |
| YTD | -41.9% | +23.2% | -65.1% | -42.7% |
| 1Y | -37.0% | +38.0% | -75.1% | -38.4% |
| 3Y | +892.4% | -1.5% | +894.0% | +893.0% |
| All | +292.6% | +8.2% | +284.4% | +266.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling