+292.6%
APP vs AGI
+310.5%
-17.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.4% | +7.4% | +9.1% |
| 7D | +71.2% | +16.0% | +55.3% | +64.1% |
| 30D | +39.1% | +1.0% | +38.1% | +38.8% |
| 3M | +16.5% | +2.5% | +14.1% | +15.0% |
| 6M | -16.6% | -24.0% | +7.5% | -10.8% |
| YTD | -41.9% | -17.2% | -24.7% | -39.7% |
| 1Y | -37.0% | +4.9% | -41.9% | -38.7% |
| 3Y | +892.4% | +142.6% | +749.9% | +619.1% |
| All | +292.6% | +310.5% | -17.9% | +161.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling