+391.7%
APP vs ET
+311.5%
+80.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | +0.9% | +0.9% | 0.0% | +0.3% |
| 30D | -23.3% | +7.5% | -30.7% | -27.0% |
| 3M | -42.6% | +11.4% | -54.1% | -47.1% |
| 6M | -33.6% | +18.5% | -52.1% | -41.8% |
| YTD | -52.4% | +37.4% | -89.8% | -62.4% |
| 1Y | -35.9% | +30.9% | -66.8% | -47.8% |
| 3Y | +642.2% | +98.7% | +543.5% | +392.6% |
| 5Y | +311.1% | +230.7% | +80.4% | +131.1% |
| All | +391.7% | +311.5% | +80.1% | +173.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling