-35.9%
APP vs M
+46.1%
-82.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +2.0% |
| 7D | +0.9% | +4.7% | -3.8% | +0.4% |
| 30D | -23.3% | -9.6% | -13.6% | -22.5% |
| 3M | -42.6% | +0.9% | -43.5% | -42.4% |
| 6M | -33.6% | +22.3% | -55.9% | -34.5% |
| YTD | -52.4% | +6.5% | -58.9% | -53.3% |
| 1Y | -35.9% | +38.8% | -74.7% | -41.3% |
| All | -35.9% | +46.1% | -82.0% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling