+446.2%
APP vs MAR
+190.6%
+255.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -1.8% | +32.8% | +32.3% |
| 7D | +39.7% | +4.4% | +35.3% | +34.9% |
| 30D | +27.7% | +15.5% | +12.2% | +14.5% |
| 3M | -14.8% | +15.7% | -30.5% | -24.0% |
| 6M | -25.5% | +18.2% | -43.7% | -35.2% |
| YTD | -47.2% | +35.3% | -82.5% | -59.3% |
| 1Y | -42.3% | +48.6% | -90.9% | -59.1% |
| 3Y | +806.8% | +124.3% | +682.5% | +364.1% |
| 5Y | +261.6% | +159.7% | +101.9% | +66.2% |
| All | +446.2% | +190.6% | +255.6% | +144.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling