+391.7%
APP vs AGI
+358.1%
+33.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +2.7% |
| 7D | +0.9% | +0.6% | +0.3% | +0.6% |
| 30D | -23.3% | +18.2% | -41.5% | -27.0% |
| 3M | -42.6% | -4.1% | -38.5% | -42.5% |
| 6M | -33.6% | -28.7% | -4.9% | -28.3% |
| YTD | -52.4% | -4.0% | -48.4% | -52.6% |
| 1Y | -35.9% | +17.4% | -53.3% | -39.5% |
| 3Y | +642.2% | +203.0% | +439.2% | +435.2% |
| 5Y | +311.1% | +376.7% | -65.6% | +162.7% |
| All | +391.7% | +358.1% | +33.5% | +219.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling