+892.4%
APP vs IR
+27.4%
+865.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.4% | +8.5% | +9.2% |
| 7D | +71.2% | +3.7% | +67.5% | +67.7% |
| 30D | +39.1% | +7.4% | +31.6% | +33.5% |
| 3M | +16.5% | -5.9% | +22.5% | +19.4% |
| 6M | -16.6% | +5.6% | -22.1% | -19.7% |
| YTD | -41.9% | +4.8% | -46.8% | -45.2% |
| 1Y | -37.0% | +6.9% | -44.0% | -41.5% |
| 3Y | +892.4% | +27.6% | +864.9% | +568.3% |
| All | +892.4% | +27.4% | +865.1% | +568.3% |
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