-25.5%
APP vs M
+27.1%
-52.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -5.9% | +36.9% | +31.3% |
| 7D | +39.7% | -2.1% | +41.8% | +38.4% |
| 30D | +27.7% | +7.7% | +20.0% | +24.4% |
| 3M | -14.8% | -4.4% | -10.4% | -16.1% |
| 6M | -25.5% | +27.5% | -53.0% | -22.8% |
| All | -25.5% | +27.1% | -52.6% | -22.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling