+528.8%
APP vs TRU
-10.7%
+539.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.4% | +2.4% | +3.2% |
| 7D | +79.2% | +4.9% | +74.3% | +73.7% |
| 30D | +48.0% | +26.9% | +21.1% | +24.3% |
| 3M | +18.2% | +4.0% | +14.2% | +12.8% |
| 6M | -12.5% | +15.8% | -28.3% | -23.8% |
| YTD | -39.2% | -2.6% | -36.6% | -40.7% |
| 1Y | -33.9% | +3.9% | -37.7% | -39.1% |
| 3Y | +933.3% | +59.2% | +874.1% | +550.2% |
| 5Y | +295.9% | -25.7% | +321.5% | +349.4% |
| All | +528.8% | -10.7% | +539.6% | +598.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling