-37.1%
APP vs O
+10.4%
-47.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +5.4% |
| 7D | +79.2% | +3.3% | +75.8% | +83.1% |
| 30D | +48.0% | +10.3% | +37.6% | +60.9% |
| 3M | +18.2% | -3.5% | +21.7% | +11.2% |
| 6M | -12.5% | -1.3% | -11.2% | -14.8% |
| YTD | -39.2% | +10.3% | -49.5% | -30.1% |
| All | -37.1% | +10.4% | -47.4% | -27.9% |
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