+391.7%
APP vs ES
-0.8%
+392.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.3% |
| 7D | +0.9% | +0.3% | +0.6% | +0.8% |
| 30D | -23.3% | -2.0% | -21.3% | -23.1% |
| 3M | -42.6% | +1.7% | -44.3% | -42.8% |
| 6M | -33.6% | -3.5% | -30.1% | -33.4% |
| YTD | -52.4% | +7.9% | -60.3% | -53.1% |
| 1Y | -35.9% | +17.2% | -53.0% | -37.9% |
| 3Y | +642.2% | +29.3% | +612.9% | +595.1% |
| 5Y | +311.1% | -5.7% | +316.8% | +310.3% |
| All | +391.7% | -0.8% | +392.5% | +385.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling