+803.3%
APP vs MA
+72.5%
+730.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.5% | +33.5% | +32.9% |
| 7D | +39.7% | +3.2% | +36.5% | +35.4% |
| 30D | +27.7% | +15.9% | +11.8% | +12.3% |
| 3M | -14.8% | +15.2% | -29.9% | -25.0% |
| 6M | -25.5% | +32.4% | -57.9% | -42.5% |
| YTD | -47.2% | +15.6% | -62.8% | -53.9% |
| 1Y | -42.3% | +19.3% | -61.6% | -51.3% |
| All | +803.3% | +72.5% | +730.8% | +360.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling