+803.3%
APP vs PL
+403.1%
+400.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -10.1% | +41.2% | +33.2% |
| 7D | +39.7% | -20.5% | +60.2% | +46.0% |
| 30D | +27.7% | -38.8% | +66.5% | +41.4% |
| 3M | -14.8% | -49.1% | +34.4% | -2.2% |
| 6M | -25.5% | -69.4% | +43.9% | -7.0% |
| YTD | -47.2% | -42.3% | -4.8% | -45.6% |
| 1Y | -42.3% | -14.2% | -28.1% | -47.2% |
| All | +803.3% | +403.1% | +400.3% | +356.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 3y: compounded portfolio wealth divided by compounded PL 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…
3y analysis · Full analysis span regression · 6 months rolling