+446.2%
APP vs EW
+16.6%
+429.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +1.5% | +29.6% | +30.2% |
| 7D | +39.7% | +6.8% | +32.9% | +35.2% |
| 30D | +27.7% | +16.6% | +11.2% | +17.3% |
| 3M | -14.8% | +13.3% | -28.1% | -20.7% |
| 6M | -25.5% | +21.6% | -47.1% | -33.8% |
| YTD | -47.2% | +18.3% | -65.4% | -52.5% |
| 1Y | -42.3% | +21.7% | -64.0% | -49.1% |
| 3Y | +806.8% | +50.3% | +756.5% | +520.2% |
| 5Y | +261.6% | -15.0% | +276.7% | +279.1% |
| All | +446.2% | +16.6% | +429.5% | +357.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling