-39.3%
APP vs UL
-0.7%
-38.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.6% |
| 7D | +61.1% | +2.6% | +58.5% | +61.7% |
| 30D | +42.8% | +6.8% | +36.0% | +44.4% |
| 3M | +16.7% | +5.7% | +10.9% | +17.6% |
| 6M | -15.6% | +15.9% | -31.5% | -11.2% |
| YTD | -41.3% | +4.3% | -45.6% | -43.3% |
| 1Y | -39.3% | -0.4% | -38.9% | -41.3% |
| All | -39.3% | -0.7% | -38.5% | -41.3% |
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