+391.7%
APP vs ETR
+150.1%
+241.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -23.4% |
| 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% | -55.1% |
| 1Y | -35.9% | +24.7% | -60.6% | -40.6% |
| 3Y | +642.2% | +150.7% | +491.5% | +524.7% |
| 5Y | +311.1% | +127.0% | +184.1% | +265.0% |
| All | +391.7% | +150.1% | +241.6% | +339.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling