-55.4%
APP vs SO
+3.3%
-58.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.7% | +11.4% | +10.1% |
| 7D | +4.5% | +1.7% | +2.8% | +6.1% |
| 30D | -3.6% | +11.1% | -14.8% | +5.2% |
| 3M | -35.3% | +0.7% | -35.9% | -35.0% |
| 6M | -42.8% | -1.4% | -41.4% | -43.2% |
| YTD | -59.7% | +9.4% | -69.1% | -55.1% |
| 1Y | -55.4% | +3.7% | -59.1% | -52.6% |
| All | -55.4% | +3.3% | -58.6% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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