+391.7%
APP vs PAAS
+71.0%
+320.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.6% | +3.1% |
| 7D | +0.9% | -2.9% | +3.8% | +1.9% |
| 30D | -23.3% | +6.8% | -30.1% | -25.8% |
| 3M | -42.6% | -2.9% | -39.8% | -42.9% |
| 6M | -33.6% | -16.4% | -17.2% | -30.9% |
| YTD | -52.4% | 0.0% | -52.5% | -53.8% |
| 1Y | -35.9% | +54.3% | -90.2% | -48.0% |
| 3Y | +642.2% | +230.7% | +411.5% | +309.9% |
| 5Y | +311.1% | +111.6% | +199.4% | +161.9% |
| All | +391.7% | +71.0% | +320.6% | +244.4% |
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 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