+446.2%
APP vs AA
+21.1%
+425.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -5.3% | +36.4% | +32.7% |
| 7D | +39.7% | -3.7% | +43.4% | +40.8% |
| 30D | +27.7% | -10.8% | +38.5% | +31.9% |
| 3M | -14.8% | -19.1% | +4.3% | -9.6% |
| 6M | -25.5% | -38.7% | +13.2% | -15.0% |
| YTD | -47.2% | -27.1% | -20.0% | -43.7% |
| 1Y | -42.3% | +8.3% | -50.6% | -46.4% |
| 3Y | +806.8% | +49.6% | +757.2% | +630.0% |
| 5Y | +261.6% | -15.5% | +277.1% | +245.9% |
| All | +446.2% | +21.1% | +425.0% | +442.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling