-55.4%
APP vs S
+36.5%
-91.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.6% | +9.0% | +10.2% |
| 7D | +4.5% | -8.2% | +12.7% | +7.3% |
| 30D | -3.6% | -7.6% | +4.0% | -1.6% |
| 3M | -35.3% | +12.0% | -47.2% | -38.7% |
| 6M | -42.8% | +50.6% | -93.4% | -52.9% |
| YTD | -59.7% | +56.6% | -116.3% | -68.5% |
| 1Y | -55.4% | +39.2% | -94.6% | -64.8% |
| All | -55.4% | +36.5% | -91.8% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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