+500.0%
APP vs AA
+24.7%
+475.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.9% | +6.9% | +8.9% |
| 7D | +71.2% | +0.9% | +70.3% | +70.1% |
| 30D | +39.1% | -6.7% | +45.8% | +41.7% |
| 3M | +16.5% | -16.3% | +32.9% | +22.3% |
| 6M | -16.6% | -37.1% | +20.6% | -5.4% |
| YTD | -41.9% | -25.0% | -16.9% | -38.7% |
| 1Y | -37.0% | +8.6% | -45.6% | -41.5% |
| 3Y | +892.4% | +57.2% | +835.2% | +687.6% |
| 5Y | +297.3% | -13.0% | +310.3% | +276.8% |
| All | +500.0% | +24.7% | +475.4% | +491.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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