+391.7%
APP vs P
+352.7%
+38.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.6% |
| 7D | +0.9% | +6.5% | -5.7% | -2.2% |
| 30D | -23.3% | +18.8% | -42.1% | -31.5% |
| 3M | -42.6% | +26.7% | -69.4% | -50.9% |
| 6M | -33.6% | +62.2% | -95.8% | -51.8% |
| YTD | -52.4% | +48.5% | -100.9% | -63.8% |
| 1Y | -35.9% | +26.4% | -62.3% | -49.7% |
| 3Y | +642.2% | +159.4% | +482.8% | +243.2% |
| 5Y | +311.1% | +275.8% | +35.3% | +51.3% |
| All | +391.7% | +352.7% | +38.9% | +49.0% |
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