+333.0%
APP vs RF
+89.8%
+243.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.3% |
| 7D | +0.9% | +1.3% | -0.4% | +0.1% |
| 30D | -23.3% | -3.6% | -19.7% | -21.7% |
| 3M | -42.6% | +8.1% | -50.7% | -45.0% |
| 6M | -33.6% | +11.5% | -45.1% | -37.7% |
| YTD | -52.4% | +15.6% | -68.0% | -56.2% |
| 1Y | -35.9% | +15.7% | -51.6% | -41.1% |
| 3Y | +642.2% | +86.9% | +555.3% | +411.1% |
| All | +333.0% | +89.8% | +243.1% | +211.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 5y: compounded portfolio wealth divided by compounded RF 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…
5y analysis · Full analysis span regression · 6 months rolling