+887.9%
APP vs UL
+36.1%
+851.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.1% | +2.8% | +4.3% |
| 7D | +4.6% | +1.1% | +3.5% | +4.9% |
| 30D | +56.0% | +4.5% | +51.5% | +58.4% |
| 3M | +30.8% | +6.5% | +24.4% | +33.6% |
| 6M | -9.8% | +18.2% | -28.0% | -3.0% |
| YTD | -39.3% | +4.7% | -44.0% | -38.4% |
| 1Y | -26.4% | +0.8% | -27.2% | -26.7% |
| 3Y | +887.9% | +35.9% | +852.0% | +979.2% |
| All | +887.9% | +36.1% | +851.9% | +979.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling