+316.8%
APP vs NET
+252.2%
+64.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.6% | +13.3% | +11.9% |
| 7D | +4.5% | -16.4% | +20.9% | +14.0% |
| 30D | -3.6% | -25.8% | +22.2% | +10.5% |
| 3M | -35.3% | -11.5% | -23.7% | -32.9% |
| 6M | -42.8% | +18.9% | -61.7% | -50.7% |
| YTD | -59.7% | +35.2% | -94.9% | -68.2% |
| 1Y | -55.4% | +14.5% | -69.8% | -61.6% |
| 3Y | +592.0% | +313.8% | +278.2% | +191.8% |
| 5Y | +175.7% | +32.6% | +143.2% | +56.5% |
| All | +316.8% | +252.2% | +64.6% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 all: compounded portfolio wealth divided by compounded NET 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…
all analysis · Full analysis span regression · 6 months rolling