-32.0%
APP vs MAR
+48.9%
-80.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.3% |
| 7D | +48.9% | +1.0% | +47.9% | +48.6% |
| 30D | +49.4% | +16.2% | +33.2% | +44.4% |
| 3M | +27.0% | +23.1% | +4.0% | +21.1% |
| 6M | -15.4% | +22.0% | -37.4% | -18.8% |
| YTD | -39.9% | +39.2% | -79.1% | -42.3% |
| 1Y | -32.0% | +48.3% | -80.2% | -34.0% |
| All | -32.0% | +48.9% | -80.9% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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