+653.5%
APP vs IR
+9.5%
+644.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +1.0% | +1.6% |
| 7D | +0.9% | -2.8% | +3.7% | +2.3% |
| 30D | -23.3% | -15.1% | -8.1% | -16.5% |
| 3M | -42.6% | +6.1% | -48.7% | -44.8% |
| 6M | -33.6% | -16.8% | -16.8% | -27.5% |
| YTD | -52.4% | -3.5% | -48.9% | -52.9% |
| 1Y | -35.9% | -3.5% | -32.4% | -37.0% |
| All | +653.5% | +9.5% | +644.1% | +532.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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