-9.6%
APP vs SUNB
+7.1%
-16.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.2% | +8.7% | +10.0% |
| 7D | +71.2% | -7.9% | +79.1% | +70.7% |
| 30D | +39.1% | +3.0% | +36.0% | +38.0% |
| 3M | +16.5% | -4.4% | +20.9% | +16.2% |
| 6M | -16.6% | +2.0% | -18.6% | -16.8% |
| All | -9.6% | +7.1% | -16.7% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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