+292.6%
APP vs MAR
+155.0%
+137.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.2% | +10.1% | +10.0% |
| 7D | +71.2% | +4.3% | +66.9% | +65.0% |
| 30D | +39.1% | +16.8% | +22.3% | +22.4% |
| 3M | +16.5% | +16.0% | +0.5% | +2.6% |
| 6M | -16.6% | +16.5% | -33.0% | -27.4% |
| YTD | -41.9% | +35.0% | -77.0% | -56.3% |
| 1Y | -37.0% | +49.4% | -86.4% | -57.1% |
| 3Y | +892.4% | +124.1% | +768.4% | +368.4% |
| All | +292.6% | +155.0% | +137.6% | +61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling