+640.8%
APP vs AGG
+13.2%
+627.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.5% |
| 7D | +0.1% | +0.1% | 0.0% | -0.1% |
| 30D | -10.0% | -0.4% | -9.7% | -9.6% |
| 3M | -44.6% | -0.3% | -44.4% | -44.3% |
| 6M | -37.9% | -1.2% | -36.6% | -36.9% |
| YTD | -53.7% | -0.4% | -53.3% | -53.4% |
| 1Y | -43.0% | +0.4% | -43.4% | -43.1% |
| 3Y | +640.8% | +13.4% | +627.3% | +507.3% |
| All | +640.8% | +13.2% | +627.5% | +507.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 3y: compounded portfolio wealth divided by compounded AGG 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…
3y analysis · Full analysis span regression · 6 months rolling