+520.8%
APP vs AA
+29.4%
+491.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.7% | -0.3% | +1.5% |
| 7D | +48.9% | +1.1% | +47.8% | +47.9% |
| 30D | +49.4% | -1.3% | +50.7% | +49.5% |
| 3M | +27.0% | -23.9% | +50.9% | +37.9% |
| 6M | -15.4% | -36.8% | +21.4% | -4.1% |
| YTD | -39.9% | -22.2% | -17.8% | -37.3% |
| 1Y | -32.0% | +10.4% | -42.3% | -37.2% |
| 3Y | +824.3% | +72.0% | +752.3% | +614.8% |
| 5Y | +252.4% | -15.6% | +268.1% | +232.4% |
| All | +520.8% | +29.4% | +491.4% | +504.8% |
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