+391.7%
APP vs IR
+55.1%
+336.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +1.0% | +1.4% |
| 7D | +0.9% | -2.8% | +3.7% | +2.8% |
| 30D | -23.3% | -15.1% | -8.1% | -14.2% |
| 3M | -42.6% | +6.1% | -48.7% | -45.6% |
| 6M | -33.6% | -16.8% | -16.8% | -26.2% |
| YTD | -52.4% | -3.5% | -48.9% | -53.2% |
| 1Y | -35.9% | -3.5% | -32.4% | -37.7% |
| 3Y | +642.2% | +9.5% | +632.7% | +512.8% |
| 5Y | +311.1% | +45.1% | +266.0% | +157.2% |
| All | +391.7% | +55.1% | +336.6% | +206.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling