-25.5%
APP vs PAAS
-21.6%
-3.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.2% | +33.2% | +31.4% |
| 7D | +39.7% | -0.4% | +40.1% | +39.3% |
| 30D | +27.7% | -11.6% | +39.4% | +28.7% |
| 3M | -14.8% | -15.6% | +0.8% | -14.8% |
| 6M | -25.5% | -19.1% | -6.4% | -25.4% |
| All | -25.5% | -21.6% | -3.9% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 6mo: compounded portfolio wealth divided by compounded PAAS 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…
6mo analysis · Full analysis span regression · 6 months rolling