+446.2%
APP vs U
-52.2%
+498.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +14.9% | +16.1% | +23.3% |
| 7D | +39.7% | +24.3% | +15.4% | +26.9% |
| 30D | +27.7% | +8.6% | +19.2% | +23.7% |
| 3M | -14.8% | +37.6% | -52.3% | -29.6% |
| 6M | -25.5% | +78.5% | -104.0% | -46.4% |
| YTD | -47.2% | +10.5% | -57.6% | -53.1% |
| 1Y | -42.3% | +15.2% | -57.5% | -50.1% |
| 3Y | +806.8% | +76.6% | +730.2% | +413.6% |
| 5Y | +261.6% | -67.9% | +329.5% | +341.5% |
| All | +446.2% | -52.2% | +498.3% | +388.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling