-55.4%
APP vs USAR
-49.3%
-6.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -5.9% | +16.5% | +11.4% |
| 7D | +4.5% | -21.8% | +26.3% | +7.9% |
| 30D | -3.6% | -39.9% | +36.3% | +2.5% |
| 3M | -35.3% | -52.5% | +17.3% | -29.4% |
| 6M | -42.8% | -67.9% | +25.2% | -36.0% |
| YTD | -59.7% | -31.1% | -28.6% | -57.4% |
| 1Y | -55.4% | -49.8% | -5.5% | -50.5% |
| All | -55.4% | -49.3% | -6.1% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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