-33.6%
APP vs T
-7.6%
-26.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.2% | +1.5% |
| 7D | +0.9% | -1.3% | +2.1% | +0.4% |
| 30D | -23.3% | +11.4% | -34.6% | -19.6% |
| 3M | -42.6% | +14.3% | -56.9% | -37.5% |
| 6M | -33.6% | -9.3% | -24.3% | -26.3% |
| All | -33.6% | -7.6% | -26.0% | -26.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling