+446.2%
APP vs T
+35.9%
+410.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | 0.0% | +31.1% | +31.0% |
| 7D | +39.7% | +4.3% | +35.4% | +39.3% |
| 30D | +27.7% | -9.7% | +37.4% | +28.6% |
| 3M | -14.8% | -4.3% | -10.5% | -14.5% |
| 6M | -25.5% | -13.7% | -11.9% | -24.3% |
| YTD | -47.2% | -8.0% | -39.2% | -47.3% |
| 1Y | -42.3% | -6.9% | -35.4% | -42.7% |
| 3Y | +806.8% | +59.7% | +747.1% | +673.8% |
| 5Y | +261.6% | +53.4% | +208.2% | +216.1% |
| All | +446.2% | +35.9% | +410.3% | +327.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling