-37.1%
APP vs SO
+6.0%
-43.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.3% | +3.5% | +5.9% |
| 7D | +79.2% | -1.1% | +80.3% | +77.7% |
| 30D | +48.0% | +8.6% | +39.4% | +58.3% |
| 3M | +18.2% | +1.8% | +16.4% | +19.7% |
| 6M | -12.5% | +3.6% | -16.1% | -9.8% |
| YTD | -39.2% | +9.9% | -49.1% | -32.5% |
| All | -37.1% | +6.0% | -43.1% | -32.0% |
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