-55.4%
APP vs TRU
+2.1%
-57.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.6% | +6.1% | +8.8% |
| 7D | +4.5% | +10.5% | -6.0% | +0.4% |
| 30D | -3.6% | +28.7% | -32.3% | -13.9% |
| 3M | -35.3% | +0.7% | -35.9% | -35.9% |
| 6M | -42.8% | +19.3% | -62.1% | -48.4% |
| YTD | -59.7% | -3.7% | -55.9% | -62.1% |
| 1Y | -55.4% | +3.4% | -58.8% | -55.4% |
| All | -55.4% | +2.1% | -57.5% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling