+500.0%
APP vs WY
-31.5%
+531.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -3.0% | +12.9% | +11.5% |
| 7D | +71.2% | +3.1% | +68.1% | +67.6% |
| 30D | +39.1% | +13.0% | +26.1% | +28.6% |
| 3M | +16.5% | -16.8% | +33.4% | +28.5% |
| 6M | -16.6% | -11.2% | -5.4% | -12.4% |
| YTD | -41.9% | -9.1% | -32.9% | -41.3% |
| 1Y | -37.0% | -4.8% | -32.3% | -38.8% |
| 3Y | +892.4% | -25.3% | +917.7% | +996.4% |
| 5Y | +297.3% | -33.2% | +330.5% | +413.2% |
| All | +500.0% | -31.5% | +531.5% | +669.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 all: compounded portfolio wealth divided by compounded WY 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…
all analysis · Full analysis span regression · 6 months rolling