+446.2%
APP vs O
+23.9%
+422.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +0.5% | +30.6% | +30.9% |
| 7D | +39.7% | +4.5% | +35.2% | +37.9% |
| 30D | +27.7% | +10.2% | +17.5% | +23.9% |
| 3M | -14.8% | -3.8% | -11.0% | -13.7% |
| 6M | -25.5% | -3.8% | -21.7% | -24.9% |
| YTD | -47.2% | +10.3% | -57.5% | -50.5% |
| 1Y | -42.3% | +11.9% | -54.2% | -46.5% |
| 3Y | +806.8% | +38.1% | +768.7% | +589.7% |
| 5Y | +261.6% | +11.1% | +250.5% | +233.5% |
| All | +446.2% | +23.9% | +422.3% | +361.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling