+446.2%
APP vs PAAS
+35.2%
+411.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.2% | +33.2% | +31.9% |
| 7D | +39.7% | -0.4% | +40.1% | +39.9% |
| 30D | +27.7% | -11.6% | +39.4% | +33.5% |
| 3M | -14.8% | -15.6% | +0.8% | -10.6% |
| 6M | -25.5% | -19.1% | -6.4% | -22.1% |
| YTD | -47.2% | -20.9% | -26.2% | -44.4% |
| 1Y | -42.3% | +21.3% | -63.6% | -48.7% |
| 3Y | +806.8% | +177.4% | +629.4% | +430.7% |
| 5Y | +261.6% | +71.3% | +190.3% | +147.2% |
| All | +446.2% | +35.2% | +411.0% | +314.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling