-35.9%
APP vs MKTX
-8.5%
-27.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +0.9% | +0.4% | +0.5% | +0.9% |
| 30D | -23.3% | +1.1% | -24.4% | -23.3% |
| 3M | -42.6% | +36.1% | -78.7% | -44.1% |
| 6M | -33.6% | -12.9% | -20.7% | -33.5% |
| YTD | -52.4% | -8.5% | -43.9% | -53.6% |
| 1Y | -35.9% | -7.5% | -28.3% | -39.0% |
| All | -35.9% | -8.5% | -27.4% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling