+333.0%
APP vs MA
+73.0%
+260.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +3.3% |
| 7D | +0.9% | -2.7% | +3.6% | +3.5% |
| 30D | -23.3% | +1.5% | -24.8% | -24.8% |
| 3M | -42.6% | +20.4% | -63.1% | -52.8% |
| 6M | -33.6% | +11.1% | -44.7% | -41.0% |
| YTD | -52.4% | +2.0% | -54.4% | -54.0% |
| 1Y | -35.9% | -2.2% | -33.7% | -35.9% |
| 3Y | +642.2% | +41.9% | +600.3% | +409.4% |
| All | +333.0% | +73.0% | +260.0% | +149.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling