+316.8%
APP vs ES
-0.5%
+317.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.1% | +8.6% | +10.5% |
| 7D | +4.5% | +5.3% | -0.8% | +4.1% |
| 30D | -3.6% | +8.9% | -12.5% | -4.4% |
| 3M | -35.3% | -1.9% | -33.3% | -35.1% |
| 6M | -42.8% | +3.9% | -46.7% | -43.1% |
| YTD | -59.7% | +8.3% | -67.9% | -60.2% |
| 1Y | -55.4% | -0.1% | -55.2% | -55.5% |
| 3Y | +592.0% | +46.0% | +546.0% | +531.3% |
| 5Y | +175.7% | +3.1% | +172.7% | +179.6% |
| All | +316.8% | -0.5% | +317.3% | +311.7% |
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