+333.0%
APP vs EW
-25.6%
+358.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.1% |
| 7D | +0.9% | -0.3% | +1.2% | +1.1% |
| 30D | -23.3% | +1.0% | -24.3% | -23.9% |
| 3M | -42.6% | +2.8% | -45.4% | -43.9% |
| 6M | -33.6% | +5.5% | -39.1% | -36.4% |
| YTD | -52.4% | +5.5% | -57.9% | -54.4% |
| 1Y | -35.9% | +11.0% | -46.9% | -40.8% |
| 3Y | +642.2% | +17.7% | +624.5% | +497.4% |
| All | +333.0% | -25.6% | +358.5% | +390.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling