+892.4%
APP vs XYZ
+73.8%
+818.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.7% | +8.1% | +9.0% |
| 7D | +71.2% | +12.1% | +59.1% | +60.4% |
| 30D | +39.1% | +12.4% | +26.7% | +30.2% |
| 3M | +16.5% | +8.2% | +8.4% | +11.0% |
| 6M | -16.6% | +20.7% | -37.2% | -24.4% |
| YTD | -41.9% | +31.3% | -73.3% | -49.8% |
| 1Y | -37.0% | +20.5% | -57.6% | -43.7% |
| 3Y | +892.4% | +72.6% | +819.8% | +624.9% |
| All | +892.4% | +73.8% | +818.7% | +624.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling