+313.2%
APP vs AG
+5.9%
+307.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.9% | +2.3% | -2.0% |
| 7D | +61.1% | +6.0% | +55.1% | +58.6% |
| 30D | +42.8% | -13.5% | +56.3% | +48.0% |
| 3M | +16.7% | -20.7% | +37.3% | +22.4% |
| 6M | -15.6% | -31.5% | +16.0% | -9.2% |
| YTD | -41.3% | -10.1% | -31.2% | -41.7% |
| 1Y | -39.3% | +26.0% | -65.3% | -44.6% |
| 3Y | +803.2% | +228.9% | +574.3% | +495.1% |
| 5Y | +313.2% | +8.7% | +304.5% | +290.6% |
| All | +313.2% | +5.9% | +307.2% | +290.6% |
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