-55.4%
APP vs MA
+24.3%
-79.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.9% | +6.7% | +8.6% |
| 7D | +4.5% | +10.2% | -5.7% | -0.6% |
| 30D | -3.6% | +19.3% | -22.9% | -12.2% |
| 3M | -35.3% | +18.0% | -53.2% | -40.9% |
| 6M | -42.8% | +33.7% | -76.5% | -52.0% |
| YTD | -59.7% | +18.6% | -78.3% | -65.7% |
| 1Y | -55.4% | +22.5% | -77.8% | -62.1% |
| All | -55.4% | +24.3% | -79.6% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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