+446.2%
APP vs SO
+78.9%
+367.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +0.2% | +30.8% | +31.1% |
| 7D | +39.7% | +0.4% | +39.3% | +39.9% |
| 30D | +27.7% | +9.2% | +18.5% | +30.5% |
| 3M | -14.8% | +1.1% | -15.9% | -14.4% |
| 6M | -25.5% | -1.1% | -24.5% | -25.3% |
| YTD | -47.2% | +9.7% | -56.8% | -46.0% |
| 1Y | -42.3% | +5.5% | -47.8% | -41.3% |
| 3Y | +806.8% | +47.0% | +759.8% | +803.1% |
| 5Y | +261.6% | +77.6% | +184.0% | +301.8% |
| All | +446.2% | +78.9% | +367.3% | +510.5% |
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