+803.3%
APP vs SO
+47.0%
+756.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +0.2% | +30.8% | +31.2% |
| 7D | +39.7% | +0.4% | +39.3% | +40.2% |
| 30D | +27.7% | +9.2% | +18.5% | +36.6% |
| 3M | -14.8% | +1.1% | -15.9% | -13.9% |
| 6M | -25.5% | -1.1% | -24.5% | -25.4% |
| YTD | -47.2% | +9.7% | -56.8% | -42.4% |
| 1Y | -42.3% | +5.5% | -47.8% | -38.7% |
| All | +803.3% | +47.0% | +756.3% | +1,114.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling