-37.1%
APP vs MULL
+260.4%
-297.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +12.3% | -7.5% | +4.5% |
| 7D | +79.2% | -27.1% | +106.3% | +80.0% |
| 30D | +48.0% | -54.2% | +102.2% | +52.9% |
| 3M | +18.2% | -42.0% | +60.2% | +19.7% |
| 6M | -12.5% | -43.5% | +31.0% | -17.0% |
| YTD | -39.2% | +199.9% | -239.1% | -54.6% |
| All | -37.1% | +260.4% | -297.5% | -55.8% |
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