-55.4%
APP vs O
+8.1%
-63.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.0% | +7.7% | +13.0% |
| 7D | +4.5% | +5.8% | -1.3% | +9.4% |
| 30D | -3.6% | +10.7% | -14.3% | +5.4% |
| 3M | -35.3% | -4.5% | -30.7% | -39.8% |
| 6M | -42.8% | -4.1% | -38.7% | -46.4% |
| YTD | -59.7% | +9.8% | -69.5% | -53.3% |
| 1Y | -55.4% | +11.3% | -66.7% | -46.8% |
| All | -55.4% | +8.1% | -63.5% | -46.8% |
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