-55.4%
APP vs Z
-54.2%
-1.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +9.4% | +1.3% | +5.6% |
| 7D | +4.5% | +10.2% | -5.6% | -0.9% |
| 30D | -3.6% | +23.7% | -27.3% | -15.2% |
| 3M | -35.3% | -6.6% | -28.7% | -33.1% |
| 6M | -42.8% | -23.0% | -19.8% | -34.0% |
| YTD | -59.7% | -50.3% | -9.4% | -44.2% |
| 1Y | -55.4% | -53.6% | -1.8% | -37.8% |
| All | -55.4% | -54.2% | -1.2% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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