-45.1%
APP vs WOLF
+32.2%
-77.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +16.8% | -7.0% | +8.7% |
| 7D | +71.2% | +8.2% | +63.0% | +69.7% |
| 30D | +39.1% | -24.2% | +63.2% | +41.2% |
| 3M | +16.5% | -13.8% | +30.3% | +16.4% |
| 6M | -16.6% | -44.8% | +28.2% | -16.9% |
| YTD | -41.9% | +36.6% | -78.6% | -49.3% |
| 1Y | -37.0% | +27.6% | -64.6% | -44.7% |
| All | -45.1% | +32.2% | -77.2% | -51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling