+367.9%
APP vs AGI
+357.6%
+10.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.6% |
| 7D | -4.4% | +2.2% | -6.6% | -5.0% |
| 30D | -10.0% | +11.3% | -21.3% | -12.9% |
| 3M | -41.4% | +5.6% | -47.1% | -42.8% |
| 6M | -41.0% | -27.7% | -13.4% | -36.5% |
| YTD | -54.7% | -4.1% | -50.6% | -54.8% |
| 1Y | -45.3% | +13.8% | -59.1% | -48.0% |
| 3Y | +624.3% | +217.0% | +407.2% | +417.0% |
| 5Y | +329.1% | +404.3% | -75.2% | +171.2% |
| All | +367.9% | +357.6% | +10.3% | +204.3% |
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