+391.7%
APP vs MET
+83.4%
+308.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +3.1% |
| 7D | +0.9% | +1.2% | -0.3% | +0.2% |
| 30D | -23.3% | +1.4% | -24.7% | -24.5% |
| 3M | -42.6% | +17.7% | -60.3% | -48.5% |
| 6M | -33.6% | +35.0% | -68.6% | -45.3% |
| YTD | -52.4% | +26.3% | -78.7% | -59.3% |
| 1Y | -35.9% | +22.8% | -58.7% | -44.4% |
| 3Y | +642.2% | +65.9% | +576.3% | +436.9% |
| 5Y | +311.1% | +85.4% | +225.7% | +200.5% |
| All | +391.7% | +83.4% | +308.3% | +258.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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