-55.4%
APP vs ICE
+21.0%
-76.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.3% | +8.4% | +10.1% |
| 7D | +4.5% | +12.2% | -7.6% | +1.4% |
| 30D | -3.6% | +15.0% | -18.6% | -7.5% |
| 3M | -35.3% | +17.6% | -52.9% | -38.6% |
| 6M | -42.8% | +12.6% | -55.4% | -43.9% |
| YTD | -59.7% | +9.1% | -68.8% | -59.5% |
| 1Y | -55.4% | +20.6% | -75.9% | -50.6% |
| All | -55.4% | +21.0% | -76.4% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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