+333.0%
APP vs AG
+64.2%
+268.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +2.7% |
| 7D | +0.9% | +1.0% | -0.1% | +0.6% |
| 30D | -23.3% | +19.2% | -42.4% | -26.9% |
| 3M | -42.6% | +6.2% | -48.8% | -44.1% |
| 6M | -33.6% | -26.7% | -6.9% | -30.0% |
| YTD | -52.4% | +26.1% | -78.5% | -56.3% |
| 1Y | -35.9% | +131.7% | -167.5% | -50.1% |
| 3Y | +642.2% | +255.3% | +386.9% | +381.5% |
| All | +333.0% | +64.2% | +268.8% | +216.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling