-43.0%
APP vs XYZ
+6.7%
-49.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -0.9% |
| 7D | +0.1% | +2.9% | -2.8% | -1.6% |
| 30D | -10.0% | +1.4% | -11.4% | -11.0% |
| 3M | -44.6% | +14.6% | -59.2% | -48.1% |
| 6M | -37.9% | +20.8% | -58.6% | -43.4% |
| YTD | -53.7% | +23.1% | -76.8% | -59.8% |
| 1Y | -43.0% | +5.6% | -48.6% | -47.4% |
| All | -43.0% | +6.7% | -49.7% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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