+333.0%
APP vs ETR
+127.8%
+205.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | +0.9% | +1.4% | -0.6% | +0.6% |
| 30D | -23.3% | +1.0% | -24.3% | -23.5% |
| 3M | -42.6% | -1.3% | -41.4% | -42.7% |
| 6M | -33.6% | +1.9% | -35.5% | -34.5% |
| YTD | -52.4% | +18.2% | -70.6% | -55.2% |
| 1Y | -35.9% | +24.7% | -60.6% | -40.8% |
| 3Y | +642.2% | +150.7% | +491.5% | +522.9% |
| All | +333.0% | +127.8% | +205.2% | +267.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling