-25.5%
APP vs U
+74.3%
-99.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +14.9% | +16.1% | +23.1% |
| 7D | +39.7% | +24.3% | +15.4% | +28.6% |
| 30D | +27.7% | +8.6% | +19.2% | +21.0% |
| 3M | -14.8% | +37.6% | -52.3% | -24.3% |
| 6M | -25.5% | +78.5% | -104.0% | -44.7% |
| All | -25.5% | +74.3% | -99.9% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 6mo: compounded portfolio wealth divided by compounded U 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…
6mo analysis · Full analysis span regression · 6 months rolling