+520.8%
APP vs ETN
+180.2%
+340.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.5% | +1.3% |
| 7D | +48.9% | +2.4% | +46.5% | +45.3% |
| 30D | +49.4% | -15.2% | +64.7% | +62.3% |
| 3M | +27.0% | -21.2% | +48.3% | +42.9% |
| 6M | -15.4% | -13.5% | -1.9% | -13.4% |
| YTD | -39.9% | +14.5% | -54.4% | -52.5% |
| 1Y | -32.0% | -0.9% | -31.1% | -39.4% |
| 3Y | +824.3% | +68.6% | +755.7% | +436.5% |
| 5Y | +252.4% | +129.0% | +123.4% | +39.9% |
| All | +520.8% | +180.2% | +340.6% | +143.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling