+527.5%
APP vs AGI
+254.9%
+272.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +4.1% |
| 7D | +4.6% | -10.1% | +14.7% | +7.9% |
| 30D | +56.0% | -6.5% | +62.6% | +59.5% |
| 3M | +30.8% | -12.8% | +43.7% | +35.5% |
| 6M | -9.8% | -34.3% | +24.5% | +0.1% |
| YTD | -39.3% | -25.6% | -13.7% | -35.0% |
| 1Y | -26.4% | -14.2% | -12.2% | -24.0% |
| 3Y | +887.9% | +127.3% | +760.6% | +670.7% |
| 5Y | +264.1% | +241.8% | +22.3% | +146.6% |
| All | +527.5% | +254.9% | +272.6% | +337.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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