+619.5%
APP vs ETN
+82.3%
+537.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.2% |
| 7D | -4.4% | +6.2% | -10.6% | -8.0% |
| 30D | -10.0% | -6.7% | -3.3% | -6.6% |
| 3M | -41.4% | +3.6% | -45.0% | -44.5% |
| 6M | -41.0% | +18.3% | -59.3% | -51.3% |
| YTD | -54.7% | +31.5% | -86.2% | -66.3% |
| 1Y | -45.3% | +20.6% | -65.9% | -56.7% |
| All | +619.5% | +82.3% | +537.2% | +323.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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