+520.8%
APP vs AG
-9.7%
+530.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.5% | +2.6% |
| 7D | +48.9% | -4.0% | +53.0% | +50.3% |
| 30D | +49.4% | -13.1% | +62.5% | +54.6% |
| 3M | +27.0% | -22.0% | +49.1% | +33.8% |
| 6M | -15.4% | -37.3% | +21.9% | -6.9% |
| YTD | -39.9% | -11.2% | -28.8% | -40.2% |
| 1Y | -32.0% | +23.9% | -55.9% | -37.6% |
| 3Y | +824.3% | +225.1% | +599.2% | +514.7% |
| 5Y | +252.4% | +7.7% | +244.7% | +193.4% |
| All | +520.8% | -9.7% | +530.5% | +429.0% |
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