-25.5%
APP vs EW
+20.1%
-45.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +1.5% | +29.6% | +30.1% |
| 7D | +39.7% | +6.8% | +32.9% | +35.6% |
| 30D | +27.7% | +16.6% | +11.2% | +21.2% |
| 3M | -14.8% | +13.3% | -28.1% | -18.9% |
| 6M | -25.5% | +21.6% | -47.1% | -29.1% |
| All | -25.5% | +20.1% | -45.6% | -29.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling