+520.8%
APP vs NI
+116.9%
+403.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.8% | +2.2% |
| 7D | +48.9% | +0.6% | +48.4% | +48.6% |
| 30D | +49.4% | +11.2% | +38.2% | +45.3% |
| 3M | +27.0% | +9.2% | +17.9% | +24.0% |
| 6M | -15.4% | -1.8% | -13.6% | -15.4% |
| YTD | -39.9% | +12.0% | -51.9% | -42.8% |
| 1Y | -32.0% | +6.4% | -38.4% | -34.1% |
| 3Y | +824.3% | +99.4% | +725.0% | +667.5% |
| 5Y | +252.4% | +113.1% | +139.3% | +216.1% |
| All | +520.8% | +116.9% | +403.9% | +453.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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