+653.5%
APP vs MAR
+68.4%
+585.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.1% |
| 7D | +0.9% | -4.2% | +5.0% | +3.9% |
| 30D | -23.3% | -6.7% | -16.6% | -19.5% |
| 3M | -42.6% | -12.5% | -30.2% | -37.2% |
| 6M | -33.6% | +0.6% | -34.2% | -35.5% |
| YTD | -52.4% | +9.1% | -61.5% | -57.2% |
| 1Y | -35.9% | +26.2% | -62.1% | -50.7% |
| All | +653.5% | +68.4% | +585.2% | +319.8% |
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