-37.1%
APP vs S
+38.4%
-75.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +8.0% | -3.2% | +3.0% |
| 7D | +79.2% | +1.6% | +77.6% | +77.3% |
| 30D | +48.0% | -10.5% | +58.5% | +51.7% |
| 3M | +18.2% | +9.9% | +8.3% | +11.9% |
| 6M | -12.5% | +41.8% | -54.3% | -26.4% |
| YTD | -39.2% | +56.8% | -96.0% | -53.0% |
| All | -37.1% | +38.4% | -75.4% | -50.8% |
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