+506.6%
APP vs ET
+278.7%
+228.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.8% | -5.3% | -4.5% |
| 7D | +61.1% | -1.9% | +63.0% | +62.2% |
| 30D | +42.8% | -3.1% | +45.8% | +44.2% |
| 3M | +16.7% | -3.9% | +20.6% | +18.0% |
| 6M | -15.6% | +4.0% | -19.6% | -20.0% |
| YTD | -41.3% | +26.4% | -67.7% | -51.8% |
| 1Y | -39.3% | +24.9% | -64.2% | -49.7% |
| 3Y | +803.2% | +85.2% | +718.0% | +520.8% |
| 5Y | +313.2% | +218.3% | +94.8% | +142.1% |
| All | +506.6% | +278.7% | +228.0% | +250.8% |
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