+528.8%
APP vs ALL
+140.1%
+388.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +4.9% |
| 7D | +79.2% | -3.9% | +83.0% | +80.1% |
| 30D | +48.0% | +10.6% | +37.4% | +44.8% |
| 3M | +18.2% | -4.6% | +22.8% | +18.9% |
| 6M | -12.5% | +20.2% | -32.7% | -17.2% |
| YTD | -39.2% | +23.7% | -62.9% | -43.3% |
| 1Y | -33.9% | +27.9% | -61.7% | -39.2% |
| 3Y | +933.3% | +109.2% | +824.1% | +758.5% |
| 5Y | +295.9% | +148.0% | +147.9% | +235.2% |
| All | +528.8% | +140.1% | +388.7% | +427.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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