-55.4%
APP vs EW
+19.7%
-75.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.4% | +6.3% | +8.8% |
| 7D | +4.5% | +8.3% | -3.7% | +1.7% |
| 30D | -3.6% | +13.9% | -17.5% | -7.7% |
| 3M | -35.3% | +10.9% | -46.2% | -37.6% |
| 6M | -42.8% | +19.2% | -62.0% | -46.0% |
| YTD | -59.7% | +16.6% | -76.2% | -61.8% |
| 1Y | -55.4% | +18.1% | -73.4% | -57.5% |
| All | -55.4% | +19.7% | -75.0% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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