+640.8%
APP vs ET
+96.2%
+544.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +0.1% | +0.4% | -0.3% | -0.2% |
| 30D | -10.0% | +6.9% | -16.9% | -15.1% |
| 3M | -44.6% | +13.1% | -57.7% | -51.1% |
| 6M | -37.9% | +18.7% | -56.6% | -48.5% |
| YTD | -53.7% | +37.4% | -91.1% | -67.4% |
| 1Y | -43.0% | +34.8% | -77.8% | -59.2% |
| 3Y | +640.8% | +96.8% | +544.0% | +286.6% |
| All | +640.8% | +96.2% | +544.5% | +286.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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