+468.1%
APP vs GEV
+576.4%
-108.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.5% | +9.4% | +9.7% |
| 7D | +71.2% | -9.8% | +81.0% | +75.9% |
| 30D | +39.1% | -22.3% | +61.4% | +52.4% |
| 3M | +16.5% | -22.6% | +39.1% | +26.2% |
| 6M | -16.6% | -30.7% | +14.2% | -6.6% |
| YTD | -41.9% | +18.7% | -60.7% | -53.4% |
| 1Y | -37.0% | +41.0% | -78.1% | -55.6% |
| All | +468.1% | +576.4% | -108.2% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 GEV 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