+391.7%
APP vs PM
+154.5%
+237.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +2.4% |
| 7D | +0.9% | -4.9% | +5.8% | +1.3% |
| 30D | -23.3% | -3.4% | -19.9% | -23.0% |
| 3M | -42.6% | +5.2% | -47.8% | -42.9% |
| 6M | -33.6% | +3.7% | -37.3% | -34.1% |
| YTD | -52.4% | +15.8% | -68.2% | -53.7% |
| 1Y | -35.9% | +17.4% | -53.3% | -37.9% |
| 3Y | +642.2% | +116.9% | +525.3% | +525.7% |
| 5Y | +311.1% | +117.3% | +193.8% | +243.8% |
| All | +391.7% | +154.5% | +237.1% | +310.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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