-35.9%
APP vs NOC
-10.0%
-25.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +1.5% |
| 7D | +0.9% | -5.2% | +6.1% | -0.7% |
| 30D | -23.3% | -7.2% | -16.1% | -24.7% |
| 3M | -42.6% | -5.1% | -37.5% | -43.3% |
| 6M | -33.6% | -31.1% | -2.5% | -41.2% |
| YTD | -52.4% | -8.6% | -43.8% | -52.1% |
| 1Y | -35.9% | -9.7% | -26.2% | -33.8% |
| All | -35.9% | -10.0% | -25.9% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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