-27.9%
APP vs SUNB
-4.1%
-23.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.7% | -2.7% |
| 7D | +0.1% | +3.4% | -3.3% | -0.1% |
| 30D | -10.0% | -14.5% | +4.5% | -9.2% |
| 3M | -44.6% | -13.8% | -30.8% | -44.0% |
| 6M | -37.9% | -5.9% | -32.0% | -35.6% |
| All | -27.9% | -4.1% | -23.9% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling