+653.5%
APP vs T
+105.3%
+548.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.2% | +1.8% |
| 7D | +0.9% | -1.3% | +2.1% | +0.6% |
| 30D | -23.3% | +11.4% | -34.6% | -21.2% |
| 3M | -42.6% | +14.3% | -56.9% | -40.3% |
| 6M | -33.6% | -9.3% | -24.3% | -33.5% |
| YTD | -52.4% | +7.1% | -59.5% | -51.3% |
| 1Y | -35.9% | -9.1% | -26.8% | -34.9% |
| All | +653.5% | +105.3% | +548.2% | +704.8% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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