+528.8%
APP vs AG
-3.0%
+531.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.7% | +0.1% | +3.6% |
| 7D | +79.2% | +10.8% | +68.3% | +74.4% |
| 30D | +48.0% | -8.2% | +56.2% | +51.0% |
| 3M | +18.2% | -13.7% | +31.9% | +21.4% |
| 6M | -12.5% | -27.3% | +14.8% | -7.3% |
| YTD | -39.2% | -4.6% | -34.6% | -40.5% |
| 1Y | -33.9% | +39.4% | -73.2% | -41.1% |
| 3Y | +933.3% | +244.1% | +689.2% | +577.1% |
| 5Y | +295.9% | +16.8% | +279.1% | +223.0% |
| All | +528.8% | -3.0% | +531.8% | +426.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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