+391.7%
APP vs Z
-75.1%
+466.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +3.6% |
| 7D | +0.9% | -3.0% | +3.9% | +2.7% |
| 30D | -23.3% | -4.2% | -19.1% | -21.2% |
| 3M | -42.6% | -3.7% | -38.9% | -41.7% |
| 6M | -33.6% | -24.5% | -9.1% | -21.5% |
| YTD | -52.4% | -49.3% | -3.1% | -27.0% |
| 1Y | -35.9% | -58.7% | +22.8% | +10.2% |
| 3Y | +642.2% | -34.1% | +676.3% | +800.2% |
| 5Y | +311.1% | -64.5% | +375.6% | +451.2% |
| All | +391.7% | -75.1% | +466.7% | +612.7% |
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