-35.9%
APP vs EXC
+2.6%
-38.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +0.5% |
| 7D | +0.9% | -0.7% | +1.5% | +0.4% |
| 30D | -23.3% | -4.6% | -18.6% | -26.4% |
| 3M | -42.6% | -2.2% | -40.4% | -43.1% |
| 6M | -33.6% | -10.6% | -23.0% | -40.1% |
| YTD | -52.4% | +1.9% | -54.3% | -49.2% |
| 1Y | -35.9% | +3.4% | -39.3% | -30.6% |
| All | -35.9% | +2.6% | -38.4% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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