+446.2%
APP vs AG
-9.0%
+455.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -3.2% | +34.3% | +31.9% |
| 7D | +39.7% | -2.9% | +42.6% | +40.7% |
| 30D | +27.7% | -15.1% | +42.8% | +32.8% |
| 3M | -14.8% | -15.4% | +0.6% | -12.0% |
| 6M | -25.5% | -21.9% | -3.6% | -22.8% |
| YTD | -47.2% | -10.4% | -36.7% | -47.5% |
| 1Y | -42.3% | +39.8% | -82.1% | -48.6% |
| 3Y | +806.8% | +209.5% | +597.3% | +509.4% |
| 5Y | +261.6% | +12.5% | +249.1% | +197.9% |
| All | +446.2% | -9.0% | +455.1% | +364.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling