-55.4%
APP vs MULL
+444.9%
-500.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -13.8% | +24.4% | +11.6% |
| 7D | +4.5% | -35.9% | +40.4% | +7.5% |
| 30D | -3.6% | -47.3% | +43.7% | +0.1% |
| 3M | -35.3% | -30.6% | -4.7% | -34.3% |
| 6M | -42.8% | +13.7% | -56.5% | -49.3% |
| YTD | -59.7% | +272.1% | -331.8% | -70.3% |
| 1Y | -55.4% | +475.1% | -530.4% | -71.1% |
| All | -55.4% | +444.9% | -500.2% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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