-37.0%
APP vs ES
+1.8%
-38.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.9% | +12.8% | +9.3% |
| 7D | +71.2% | +1.9% | +69.3% | +72.0% |
| 30D | +39.1% | +7.1% | +32.0% | +41.8% |
| 3M | +16.5% | -1.9% | +18.5% | +16.2% |
| 6M | -16.6% | +4.4% | -20.9% | -15.3% |
| YTD | -41.9% | +7.3% | -49.3% | -40.8% |
| 1Y | -37.0% | +2.1% | -39.2% | -35.9% |
| All | -37.0% | +1.8% | -38.9% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling