+500.0%
APP vs A
+37.6%
+462.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.7% | +8.1% | +8.8% |
| 7D | +71.2% | -0.1% | +71.3% | +70.7% |
| 30D | +39.1% | +3.4% | +35.7% | +35.8% |
| 3M | +16.5% | +23.8% | -7.3% | +1.0% |
| 6M | -16.6% | +49.0% | -65.6% | -37.0% |
| YTD | -41.9% | +29.4% | -71.3% | -52.0% |
| 1Y | -37.0% | +19.4% | -56.4% | -45.2% |
| 3Y | +892.4% | +66.2% | +826.3% | +490.0% |
| 5Y | +297.3% | +15.8% | +281.5% | +235.5% |
| All | +500.0% | +37.6% | +462.5% | +356.2% |
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