-35.9%
APP vs O
+11.2%
-47.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +1.5% |
| 7D | +0.9% | -0.7% | +1.6% | +0.2% |
| 30D | -23.3% | -1.9% | -21.4% | -24.6% |
| 3M | -42.6% | +3.8% | -46.5% | -40.2% |
| 6M | -33.6% | -4.7% | -28.9% | -36.1% |
| YTD | -52.4% | +12.5% | -64.9% | -50.6% |
| 1Y | -35.9% | +10.8% | -46.7% | -29.2% |
| All | -35.9% | +11.2% | -47.1% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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