+528.8%
APP vs A
+41.8%
+487.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.1% | +1.7% | +2.9% |
| 7D | +79.2% | +4.8% | +74.4% | +73.5% |
| 30D | +48.0% | +5.6% | +42.3% | +42.6% |
| 3M | +18.2% | +23.6% | -5.4% | +2.6% |
| 6M | -12.5% | +56.4% | -68.9% | -36.1% |
| YTD | -39.2% | +33.4% | -72.6% | -50.6% |
| 1Y | -33.9% | +23.7% | -57.6% | -43.7% |
| 3Y | +933.3% | +71.0% | +862.3% | +503.8% |
| 5Y | +295.9% | +16.8% | +279.0% | +233.5% |
| All | +528.8% | +41.8% | +487.0% | +369.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling