+527.5%
APP vs A
+36.9%
+490.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.5% | +3.4% | +3.6% |
| 7D | +4.6% | -0.5% | +5.0% | +5.0% |
| 30D | +56.0% | 0.0% | +56.1% | +55.8% |
| 3M | +30.8% | +16.7% | +14.1% | +17.9% |
| 6M | -9.8% | +54.8% | -64.6% | -33.7% |
| YTD | -39.3% | +28.8% | -68.1% | -49.6% |
| 1Y | -26.4% | +19.3% | -45.8% | -35.8% |
| 3Y | +887.9% | +65.5% | +822.4% | +488.3% |
| 5Y | +264.1% | +12.1% | +252.0% | +215.2% |
| All | +527.5% | +36.9% | +490.5% | +378.8% |
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