+446.2%
APP vs ENB
+81.2%
+365.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -1.4% | +32.4% | +31.7% |
| 7D | +39.7% | -2.4% | +42.1% | +40.9% |
| 30D | +27.7% | +3.4% | +24.4% | +25.1% |
| 3M | -14.8% | -6.1% | -8.7% | -12.6% |
| 6M | -25.5% | -10.0% | -15.5% | -23.0% |
| YTD | -47.2% | +4.7% | -51.8% | -51.2% |
| 1Y | -42.3% | +7.5% | -49.8% | -47.9% |
| 3Y | +806.8% | +69.1% | +737.7% | +481.8% |
| 5Y | +261.6% | +50.4% | +211.2% | +166.3% |
| All | +446.2% | +81.2% | +365.0% | +263.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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