+391.7%
APP vs O
+26.3%
+365.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.5% |
| 7D | +0.9% | -0.7% | +1.6% | +1.1% |
| 30D | -23.3% | -1.9% | -21.4% | -22.8% |
| 3M | -42.6% | +3.8% | -46.5% | -43.7% |
| 6M | -33.6% | -4.7% | -28.9% | -32.9% |
| YTD | -52.4% | +12.5% | -64.9% | -55.7% |
| 1Y | -35.9% | +10.8% | -46.7% | -40.0% |
| 3Y | +642.2% | +28.8% | +613.4% | +507.4% |
| 5Y | +311.1% | +13.2% | +297.9% | +275.0% |
| All | +391.7% | +26.3% | +365.4% | +312.7% |
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