+316.8%
APP vs P
+408.5%
-91.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -5.0% | +15.7% | +12.9% |
| 7D | +4.5% | -19.4% | +23.9% | +14.6% |
| 30D | -3.6% | -22.3% | +18.7% | +6.4% |
| 3M | -35.3% | +33.2% | -68.4% | -46.6% |
| 6M | -42.8% | +53.6% | -96.4% | -58.0% |
| YTD | -59.7% | +66.8% | -126.5% | -71.7% |
| 1Y | -55.4% | +17.5% | -72.9% | -63.8% |
| 3Y | +592.0% | +219.7% | +372.3% | +178.9% |
| 5Y | +175.7% | +307.8% | -132.0% | -5.3% |
| All | +316.8% | +408.5% | -91.7% | +16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling