-55.4%
APP vs ETR
+18.4%
-73.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.7% | +8.0% | +11.4% |
| 7D | +4.5% | +3.7% | +0.8% | +5.6% |
| 30D | -3.6% | +11.0% | -14.6% | -0.4% |
| 3M | -35.3% | +3.4% | -38.7% | -34.6% |
| 6M | -42.8% | -3.3% | -39.5% | -42.9% |
| YTD | -59.7% | +23.3% | -82.9% | -61.4% |
| 1Y | -55.4% | +19.2% | -74.5% | -56.3% |
| All | -55.4% | +18.4% | -73.7% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling