-43.0%
APP vs NOC
-8.3%
-34.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.4% |
| 7D | +0.1% | -2.7% | +2.8% | -0.7% |
| 30D | -10.0% | -8.9% | -1.2% | -12.4% |
| 3M | -44.6% | -3.7% | -41.0% | -45.0% |
| 6M | -37.9% | -30.8% | -7.1% | -45.0% |
| YTD | -53.7% | -7.9% | -45.8% | -53.3% |
| 1Y | -43.0% | -9.4% | -33.5% | -38.9% |
| All | -43.0% | -8.3% | -34.6% | -38.9% |
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