-37.0%
APP vs Z
-59.5%
+22.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.4% | +12.3% | +10.8% |
| 7D | +71.2% | -4.6% | +75.8% | +69.4% |
| 30D | +39.1% | +8.3% | +30.8% | +27.1% |
| 3M | +16.5% | -11.6% | +28.2% | +18.0% |
| 6M | -16.6% | -33.6% | +17.1% | +0.9% |
| YTD | -41.9% | -56.7% | +14.7% | -16.4% |
| 1Y | -37.0% | -59.1% | +22.1% | -8.6% |
| All | -37.0% | -59.5% | +22.5% | -8.6% |
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