+391.7%
APP vs SO
+68.9%
+322.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +3.0% | +2.1% |
| 7D | +0.9% | -0.2% | +1.0% | +0.8% |
| 30D | -23.3% | -4.6% | -18.7% | -24.1% |
| 3M | -42.6% | -3.0% | -39.6% | -43.0% |
| 6M | -33.6% | -8.3% | -25.4% | -34.5% |
| YTD | -52.4% | +3.5% | -56.0% | -52.1% |
| 1Y | -35.9% | -0.9% | -35.0% | -35.7% |
| 3Y | +642.2% | +45.4% | +596.9% | +621.4% |
| 5Y | +311.1% | +59.6% | +251.5% | +332.7% |
| All | +391.7% | +68.9% | +322.8% | +441.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling