+391.7%
APP vs TRU
-14.2%
+405.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.9% | +8.2% | +6.4% |
| 7D | +0.9% | -6.8% | +7.6% | +5.5% |
| 30D | -23.3% | 0.0% | -23.3% | -23.7% |
| 3M | -42.6% | +13.3% | -55.9% | -48.6% |
| 6M | -33.6% | +3.4% | -37.0% | -36.8% |
| YTD | -52.4% | -6.4% | -46.0% | -51.7% |
| 1Y | -35.9% | -9.7% | -26.2% | -34.4% |
| 3Y | +642.2% | +0.1% | +642.1% | +585.0% |
| 5Y | +311.1% | -34.0% | +345.1% | +389.6% |
| All | +391.7% | -14.2% | +405.9% | +468.3% |
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