-55.4%
APP vs M
+36.6%
-91.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +7.6% | +3.1% | +9.4% |
| 7D | +4.5% | +8.3% | -3.7% | +3.3% |
| 30D | -3.6% | +14.2% | -17.8% | -5.4% |
| 3M | -35.3% | -1.1% | -34.1% | -35.8% |
| 6M | -42.8% | +36.6% | -79.4% | -43.9% |
| YTD | -59.7% | +19.8% | -79.5% | -61.2% |
| 1Y | -55.4% | +37.2% | -92.5% | -58.4% |
| All | -55.4% | +36.6% | -91.9% | -58.4% |
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