+436.1%
APP vs PL
+84.9%
+351.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.6% |
| 7D | +0.9% | -9.3% | +10.2% | +3.6% |
| 30D | -23.3% | -18.9% | -4.3% | -19.0% |
| 3M | -42.6% | -58.4% | +15.7% | -29.0% |
| 6M | -33.6% | -30.3% | -3.3% | -32.6% |
| YTD | -52.4% | -8.1% | -44.3% | -55.9% |
| 1Y | -35.9% | +180.5% | -216.4% | -60.3% |
| 3Y | +642.2% | +444.1% | +198.1% | +220.1% |
| 5Y | +311.1% | +83.0% | +228.0% | +110.1% |
| All | +436.1% | +84.9% | +351.2% | +176.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling