+877.5%
APP vs ICE
+71.4%
+806.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | +1.2% |
| 7D | +48.9% | +3.2% | +45.7% | +46.5% |
| 30D | +49.4% | +14.7% | +34.7% | +38.4% |
| 3M | +27.0% | +19.8% | +7.2% | +14.1% |
| 6M | -15.4% | +15.2% | -30.6% | -21.8% |
| YTD | -39.9% | +12.7% | -52.6% | -43.9% |
| 1Y | -32.0% | +20.4% | -52.4% | -39.7% |
| All | +877.5% | +71.4% | +806.1% | +730.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling