+803.3%
APP vs P
+166.1%
+637.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -16.4% | +47.4% | +36.1% |
| 7D | +39.7% | -31.9% | +71.6% | +56.0% |
| 30D | +27.7% | -36.5% | +64.3% | +45.4% |
| 3M | -14.8% | +11.6% | -26.4% | -24.5% |
| 6M | -25.5% | +25.2% | -50.7% | -39.5% |
| YTD | -47.2% | +39.4% | -86.6% | -59.1% |
| 1Y | -42.3% | -3.7% | -38.6% | -49.0% |
| All | +803.3% | +166.1% | +637.3% | +363.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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