+527.5%
APP vs ACWI
+73.3%
+454.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.2% | +4.5% |
| 7D | +4.6% | +2.4% | +2.1% | -0.7% |
| 30D | +56.0% | -1.7% | +57.7% | +59.3% |
| 3M | +30.8% | -3.9% | +34.8% | +40.6% |
| 6M | -9.8% | +0.8% | -10.6% | -13.0% |
| YTD | -39.3% | +11.0% | -50.3% | -53.2% |
| 1Y | -26.4% | +13.1% | -39.5% | -45.4% |
| 3Y | +887.9% | +73.9% | +814.0% | +199.0% |
| 5Y | +264.1% | +59.0% | +205.1% | +45.4% |
| All | +527.5% | +73.3% | +454.1% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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