+528.8%
APP vs AA
+31.9%
+497.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.8% | -1.0% | +3.0% |
| 7D | +79.2% | +4.8% | +74.3% | +75.9% |
| 30D | +48.0% | -0.6% | +48.6% | +47.8% |
| 3M | +18.2% | -16.3% | +34.5% | +24.1% |
| 6M | -12.5% | -33.4% | +20.9% | -2.6% |
| YTD | -39.2% | -20.7% | -18.5% | -36.9% |
| 1Y | -33.9% | +12.9% | -46.8% | -39.3% |
| 3Y | +933.3% | +75.7% | +857.6% | +693.6% |
| 5Y | +295.9% | -6.8% | +302.7% | +269.1% |
| All | +528.8% | +31.9% | +497.0% | +508.8% |
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