+520.8%
APP vs A
+39.3%
+481.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.9% | +2.7% |
| 7D | +48.9% | -0.1% | +49.1% | +48.5% |
| 30D | +49.4% | +3.3% | +46.2% | +46.1% |
| 3M | +27.0% | +18.5% | +8.5% | +13.3% |
| 6M | -15.4% | +59.3% | -74.7% | -38.9% |
| YTD | -39.9% | +31.0% | -70.9% | -50.7% |
| 1Y | -32.0% | +19.3% | -51.3% | -40.6% |
| 3Y | +824.3% | +66.8% | +757.5% | +449.8% |
| 5Y | +252.4% | +15.5% | +236.9% | +199.0% |
| All | +520.8% | +39.3% | +481.5% | +368.5% |
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