+641.7%
APP vs EQX
+164.6%
+477.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.1% | +8.1% | +4.6% |
| 7D | +0.3% | -7.0% | +7.3% | +2.4% |
| 30D | -1.3% | +4.8% | -6.2% | -3.4% |
| 3M | -36.2% | +25.6% | -61.8% | -41.5% |
| 6M | -34.1% | -25.8% | -8.3% | -29.6% |
| YTD | -53.3% | -12.7% | -40.6% | -52.8% |
| 1Y | -44.5% | +14.1% | -58.6% | -48.6% |
| All | +641.7% | +164.6% | +477.1% | +390.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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