-32.7%
APP vs Z
-61.0%
+28.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.5% | -1.8% |
| 7D | +10.6% | -4.9% | +15.5% | +12.7% |
| 30D | +44.6% | +3.0% | +41.6% | +35.6% |
| 3M | +29.6% | -13.4% | +43.0% | +32.3% |
| 6M | -19.8% | -27.3% | +7.6% | -8.4% |
| YTD | -41.6% | -57.8% | +16.2% | -13.5% |
| 1Y | -32.7% | -60.0% | +27.3% | +0.6% |
| All | -32.7% | -61.0% | +28.3% | +0.6% |
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