-32.0%
APP vs O
+10.9%
-42.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.3% | +2.4% |
| 7D | +48.9% | +0.6% | +48.4% | +49.5% |
| 30D | +49.4% | +9.4% | +40.0% | +60.6% |
| 3M | +27.0% | -2.4% | +29.4% | +21.3% |
| 6M | -15.4% | -1.9% | -13.5% | -18.3% |
| YTD | -39.9% | +10.5% | -50.4% | -33.0% |
| 1Y | -32.0% | +10.0% | -41.9% | -25.1% |
| All | -32.0% | +10.9% | -42.9% | -25.1% |
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