-43.3%
APP vs MKTX
-10.6%
-32.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.0% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | +6.6% | +0.7% | +5.9% | +6.6% |
| 3M | -32.3% | +40.8% | -73.1% | -34.5% |
| 6M | -29.8% | -8.0% | -21.8% | -29.3% |
| YTD | -51.9% | -8.7% | -43.2% | -52.9% |
| 1Y | -43.3% | -11.8% | -31.5% | -43.4% |
| All | -43.3% | -10.6% | -32.7% | -43.4% |
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