-55.0%
APP vs WOLF
+57.5%
-112.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.6% | -3.4% | +1.8% |
| 7D | +0.9% | +9.7% | -8.8% | +0.2% |
| 30D | -23.3% | +12.5% | -35.8% | -24.4% |
| 3M | -42.6% | -57.7% | +15.1% | -39.9% |
| 6M | -33.6% | +37.7% | -71.3% | -41.1% |
| YTD | -52.4% | +62.8% | -115.3% | -58.7% |
| All | -55.0% | +57.5% | -112.5% | -60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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