+528.8%
APP vs ACWI
+73.6%
+455.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.6% | +2.2% | -0.8% |
| 7D | +79.2% | +0.3% | +78.8% | +74.1% |
| 30D | +48.0% | -2.8% | +50.8% | +55.2% |
| 3M | +18.2% | -3.2% | +21.4% | +24.7% |
| 6M | -12.5% | +1.3% | -13.8% | -16.8% |
| YTD | -39.2% | +11.2% | -50.4% | -53.2% |
| 1Y | -33.9% | +13.8% | -47.6% | -51.6% |
| 3Y | +933.3% | +76.2% | +857.1% | +204.1% |
| 5Y | +295.9% | +59.5% | +236.4% | +57.3% |
| All | +528.8% | +73.6% | +455.2% | +116.3% |
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