+527.5%
APP vs AG
-16.6%
+544.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.4% | +6.3% | +4.5% |
| 7D | +4.6% | -10.0% | +14.5% | +7.3% |
| 30D | +56.0% | -10.5% | +66.5% | +60.4% |
| 3M | +30.8% | -27.3% | +58.1% | +40.3% |
| 6M | -9.8% | -43.0% | +33.2% | +1.6% |
| YTD | -39.3% | -17.9% | -21.4% | -38.4% |
| 1Y | -26.4% | +11.9% | -38.4% | -30.8% |
| 3Y | +887.9% | +201.8% | +686.1% | +569.2% |
| 5Y | +264.1% | -0.1% | +264.2% | +208.9% |
| All | +527.5% | -16.6% | +544.0% | +445.2% |
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