+528.8%
APP vs ELV
+24.2%
+504.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.7% | +6.5% | +4.9% |
| 7D | +79.2% | +1.1% | +78.0% | +79.0% |
| 30D | +48.0% | +1.3% | +46.6% | +47.8% |
| 3M | +18.2% | +6.6% | +11.7% | +17.7% |
| 6M | -12.5% | +11.6% | -24.1% | -13.1% |
| YTD | -39.2% | +21.1% | -60.2% | -39.9% |
| 1Y | -33.9% | +34.2% | -68.1% | -35.3% |
| 3Y | +933.3% | -2.9% | +936.2% | +934.2% |
| 5Y | +295.9% | +4.6% | +291.3% | +290.2% |
| All | +528.8% | +24.2% | +504.6% | +513.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling