-39.3%
APP vs MULL
+251.4%
-290.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -1.0% | -3.5% |
| 7D | +61.1% | -32.2% | +93.3% | +62.5% |
| 30D | +42.8% | -55.4% | +98.1% | +47.6% |
| 3M | +16.7% | -41.3% | +57.9% | +17.9% |
| 6M | -15.6% | -44.9% | +29.3% | -19.9% |
| YTD | -41.3% | +192.4% | -233.7% | -56.1% |
| 1Y | -39.3% | +239.4% | -278.7% | -57.3% |
| All | -39.3% | +251.4% | -290.7% | -57.3% |
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