+803.3%
APP vs M
+110.5%
+692.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -5.9% | +36.9% | +32.3% |
| 7D | +39.7% | -2.1% | +41.8% | +39.8% |
| 30D | +27.7% | +7.7% | +20.0% | +25.0% |
| 3M | -14.8% | -4.4% | -10.4% | -14.3% |
| 6M | -25.5% | +27.5% | -53.0% | -30.3% |
| YTD | -47.2% | +12.8% | -59.9% | -49.6% |
| 1Y | -42.3% | +20.7% | -63.0% | -46.0% |
| All | +803.3% | +110.5% | +692.9% | +638.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling