-35.9%
APP vs ICE
-7.2%
-28.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +3.0% |
| 7D | +0.9% | -0.7% | +1.5% | +1.1% |
| 30D | -23.3% | +7.6% | -30.9% | -25.6% |
| 3M | -42.6% | +13.9% | -56.6% | -45.6% |
| 6M | -33.6% | -2.4% | -31.3% | -31.3% |
| YTD | -52.4% | +0.3% | -52.7% | -51.8% |
| 1Y | -35.9% | -6.4% | -29.5% | -27.1% |
| All | -35.9% | -7.2% | -28.7% | -27.1% |
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