+391.7%
APP vs M
+63.8%
+327.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +1.4% |
| 7D | +0.9% | +4.7% | -3.8% | -0.6% |
| 30D | -23.3% | -9.6% | -13.6% | -20.7% |
| 3M | -42.6% | +0.9% | -43.5% | -43.1% |
| 6M | -33.6% | +22.3% | -55.9% | -38.6% |
| YTD | -52.4% | +6.5% | -58.9% | -54.4% |
| 1Y | -35.9% | +38.8% | -74.7% | -44.2% |
| 3Y | +642.2% | +115.9% | +526.3% | +405.4% |
| 5Y | +311.1% | +28.6% | +282.4% | +231.7% |
| All | +391.7% | +63.8% | +327.9% | +247.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling