+850.7%
APP vs MAR
+121.4%
+729.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.7% | -2.1% |
| 7D | +10.6% | +1.8% | +8.8% | +9.2% |
| 30D | +44.6% | +14.3% | +30.3% | +31.3% |
| 3M | +29.6% | +20.0% | +9.6% | +13.4% |
| 6M | -19.8% | +21.7% | -41.5% | -31.1% |
| YTD | -41.6% | +37.7% | -79.3% | -55.4% |
| 1Y | -32.7% | +46.8% | -79.5% | -51.9% |
| All | +850.7% | +121.4% | +729.3% | +383.4% |
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