-30.8%
APP vs SO
+6.3%
-37.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.5% |
| 7D | +48.9% | +0.8% | +48.2% | +49.8% |
| 30D | +49.4% | +7.8% | +41.6% | +58.8% |
| 3M | +27.0% | +2.9% | +24.1% | +29.8% |
| 6M | -15.4% | +2.5% | -17.9% | -13.5% |
| YTD | -39.9% | +10.3% | -50.2% | -33.6% |
| All | -30.8% | +6.3% | -37.1% | -21.6% |
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