-45.3%
APP vs RUN
-48.0%
+2.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.3% | -1.5% |
| 7D | -4.4% | -1.8% | -2.6% | -4.1% |
| 30D | -10.0% | -10.8% | +0.8% | -8.5% |
| 3M | -41.4% | -30.2% | -11.3% | -38.7% |
| 6M | -41.0% | -22.3% | -18.7% | -38.9% |
| YTD | -54.7% | -52.2% | -2.6% | -51.2% |
| 1Y | -45.3% | -45.1% | -0.2% | -40.1% |
| All | -45.3% | -48.0% | +2.7% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling