+292.6%
APP vs TER
+53.6%
+239.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.6% | +7.3% | +8.9% |
| 7D | +71.2% | -20.5% | +91.7% | +83.4% |
| 30D | +39.1% | -47.0% | +86.1% | +76.7% |
| 3M | +16.5% | -43.3% | +59.8% | +39.4% |
| 6M | -16.6% | -42.9% | +26.3% | -8.0% |
| YTD | -41.9% | +12.9% | -54.8% | -60.4% |
| 1Y | -37.0% | +18.2% | -55.2% | -58.2% |
| 3Y | +892.4% | +151.8% | +740.7% | +224.4% |
| All | +292.6% | +53.6% | +239.0% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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