+803.3%
APP vs Z
-19.1%
+822.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -10.6% | +41.7% | +37.1% |
| 7D | +39.7% | -2.3% | +42.0% | +37.9% |
| 30D | +27.7% | +9.4% | +18.4% | +16.1% |
| 3M | -14.8% | -16.1% | +1.3% | -8.6% |
| 6M | -25.5% | -30.4% | +4.9% | -10.7% |
| YTD | -47.2% | -55.6% | +8.4% | -15.7% |
| 1Y | -42.3% | -58.5% | +16.2% | -4.8% |
| All | +803.3% | -19.1% | +822.4% | +928.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling