-55.4%
APP vs MKTX
+5.4%
-60.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | 0.0% | +10.7% | +10.7% |
| 7D | +4.5% | +0.5% | +4.1% | +4.5% |
| 30D | -3.6% | +1.0% | -4.6% | -3.7% |
| 3M | -35.3% | +2.5% | -37.8% | -35.4% |
| 6M | -42.8% | +8.0% | -50.8% | -42.6% |
| YTD | -59.7% | -7.3% | -52.4% | -59.8% |
| 1Y | -55.4% | +4.7% | -60.0% | -56.2% |
| All | -55.4% | +5.4% | -60.7% | -56.2% |
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