+446.2%
APP vs ES
+1.6%
+444.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +2.1% | +29.0% | +30.8% |
| 7D | +39.7% | +5.9% | +33.8% | +39.0% |
| 30D | +27.7% | +10.2% | +17.5% | +26.6% |
| 3M | -14.8% | +0.4% | -15.2% | -14.8% |
| 6M | -25.5% | +6.9% | -32.4% | -26.1% |
| YTD | -47.2% | +10.5% | -57.7% | -48.0% |
| 1Y | -42.3% | +3.2% | -45.5% | -42.8% |
| 3Y | +806.8% | +49.0% | +757.8% | +725.9% |
| 5Y | +261.6% | +4.5% | +257.2% | +265.5% |
| All | +446.2% | +1.6% | +444.6% | +438.5% |
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