+653.5%
APP vs ON
-25.0%
+678.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.0% |
| 7D | +0.9% | +2.4% | -1.6% | +0.3% |
| 30D | -23.3% | -3.3% | -20.0% | -22.9% |
| 3M | -42.6% | -43.6% | +0.9% | -36.1% |
| 6M | -33.6% | +19.0% | -52.6% | -41.1% |
| YTD | -52.4% | +37.4% | -89.8% | -60.1% |
| 1Y | -35.9% | +54.8% | -90.6% | -48.9% |
| All | +653.5% | -25.0% | +678.6% | +544.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 3y: compounded portfolio wealth divided by compounded ON 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…
3y analysis · Full analysis span regression · 6 months rolling