-30.8%
APP vs UL
-1.3%
-29.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.4% | +2.2% |
| 7D | +48.9% | -1.7% | +50.7% | +48.5% |
| 30D | +49.4% | +4.5% | +44.9% | +50.6% |
| 3M | +27.0% | +5.5% | +21.5% | +28.1% |
| 6M | -15.4% | +17.0% | -32.4% | -10.3% |
| YTD | -39.9% | +3.2% | -43.1% | -42.0% |
| All | -30.8% | -1.3% | -29.5% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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