+316.8%
APP vs MA
+82.3%
+234.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.9% | +6.7% | +7.2% |
| 7D | +4.5% | +10.2% | -5.7% | -4.2% |
| 30D | -3.6% | +19.3% | -22.9% | -17.8% |
| 3M | -35.3% | +18.0% | -53.2% | -44.5% |
| 6M | -42.8% | +33.7% | -76.5% | -56.6% |
| YTD | -59.7% | +18.6% | -78.3% | -65.9% |
| 1Y | -55.4% | +22.5% | -77.8% | -63.5% |
| 3Y | +592.0% | +77.4% | +514.6% | +300.2% |
| 5Y | +175.7% | +106.6% | +69.1% | +45.4% |
| All | +316.8% | +82.3% | +234.5% | +118.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling