+500.0%
APP vs AG
-7.3%
+507.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.8% | +8.0% | +9.4% |
| 7D | +71.2% | +6.3% | +64.9% | +68.4% |
| 30D | +39.1% | -8.9% | +48.0% | +42.2% |
| 3M | +16.5% | -12.2% | +28.7% | +19.1% |
| 6M | -16.6% | -28.3% | +11.7% | -11.4% |
| YTD | -41.9% | -8.8% | -33.1% | -42.6% |
| 1Y | -37.0% | +39.4% | -76.4% | -43.9% |
| 3Y | +892.4% | +229.4% | +663.0% | +557.5% |
| 5Y | +297.3% | +14.5% | +282.8% | +225.9% |
| All | +500.0% | -7.3% | +507.4% | +407.9% |
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