+316.8%
APP vs RF
+70.7%
+246.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.5% | +9.2% | +9.9% |
| 7D | +4.5% | +2.3% | +2.3% | +3.4% |
| 30D | -3.6% | +7.2% | -10.9% | -7.0% |
| 3M | -35.3% | -8.2% | -27.0% | -32.4% |
| 6M | -42.8% | +7.0% | -49.8% | -44.8% |
| YTD | -59.7% | +10.3% | -70.0% | -61.7% |
| 1Y | -55.4% | +25.1% | -80.4% | -60.3% |
| 3Y | +592.0% | +110.3% | +481.7% | +370.1% |
| 5Y | +175.7% | +47.1% | +128.6% | +116.6% |
| All | +316.8% | +70.7% | +246.0% | +224.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling