-42.6%
APP vs WOLF
+37.9%
-80.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -6.3% | +10.3% | +4.4% |
| 7D | +4.6% | +4.4% | +0.2% | +4.2% |
| 30D | +56.0% | +1.0% | +55.0% | +55.5% |
| 3M | +30.8% | -21.2% | +52.0% | +31.8% |
| 6M | -9.8% | -60.3% | +50.5% | -6.7% |
| YTD | -39.3% | +42.6% | -81.9% | -47.2% |
| 1Y | -26.4% | +36.5% | -62.9% | -35.7% |
| All | -42.6% | +37.9% | -80.5% | -49.3% |
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 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