+298.1%
APP vs ICE
+40.5%
+257.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.4% | +3.6% | +3.6% |
| 7D | +4.6% | +3.6% | +0.9% | +1.5% |
| 30D | +56.0% | +15.1% | +40.9% | +36.7% |
| 3M | +30.8% | +15.4% | +15.5% | +13.5% |
| 6M | -9.8% | +16.1% | -25.9% | -22.9% |
| YTD | -39.3% | +11.4% | -50.6% | -46.5% |
| 1Y | -26.4% | +18.5% | -44.9% | -39.5% |
| 3Y | +887.9% | +70.5% | +817.4% | +420.7% |
| All | +298.1% | +40.5% | +257.5% | +141.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling