+803.3%
APP vs MAR
+123.2%
+680.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -1.8% | +32.8% | +32.2% |
| 7D | +39.7% | +4.4% | +35.3% | +35.1% |
| 30D | +27.7% | +15.5% | +12.2% | +15.0% |
| 3M | -14.8% | +15.7% | -30.5% | -23.6% |
| 6M | -25.5% | +18.2% | -43.7% | -34.9% |
| YTD | -47.2% | +35.3% | -82.5% | -59.3% |
| 1Y | -42.3% | +48.6% | -90.9% | -59.7% |
| All | +803.3% | +123.2% | +680.2% | +309.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling