+333.0%
APP vs SO
+58.2%
+274.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +3.0% | +2.1% |
| 7D | +0.9% | -0.2% | +1.0% | +0.9% |
| 30D | -23.3% | -4.6% | -18.7% | -24.0% |
| 3M | -42.6% | -3.0% | -39.6% | -42.9% |
| 6M | -33.6% | -8.3% | -25.4% | -34.4% |
| YTD | -52.4% | +3.5% | -56.0% | -52.1% |
| 1Y | -35.9% | -0.9% | -35.0% | -35.8% |
| 3Y | +642.2% | +45.4% | +596.9% | +606.4% |
| All | +333.0% | +58.2% | +274.7% | +331.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling