+653.5%
APP vs S
+16.9%
+636.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.0% |
| 7D | +0.9% | -7.7% | +8.6% | +4.3% |
| 30D | -23.3% | -5.3% | -17.9% | -22.3% |
| 3M | -42.6% | +20.3% | -62.9% | -48.6% |
| 6M | -33.6% | +47.4% | -81.0% | -47.2% |
| YTD | -52.4% | +32.5% | -85.0% | -60.3% |
| 1Y | -35.9% | +9.5% | -45.4% | -42.3% |
| All | +653.5% | +16.9% | +636.6% | +556.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling