+446.2%
APP vs Z
-78.2%
+524.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -10.6% | +41.7% | +37.6% |
| 7D | +39.7% | -2.3% | +42.0% | +38.2% |
| 30D | +27.7% | +9.4% | +18.4% | +16.1% |
| 3M | -14.8% | -16.1% | +1.3% | -8.4% |
| 6M | -25.5% | -30.4% | +4.9% | -10.4% |
| YTD | -47.2% | -55.6% | +8.4% | -15.1% |
| 1Y | -42.3% | -58.5% | +16.2% | -4.0% |
| 3Y | +806.8% | -19.6% | +826.4% | +830.5% |
| 5Y | +261.6% | -54.1% | +315.8% | +361.2% |
| All | +446.2% | -78.2% | +524.3% | +728.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling