+261.6%
APP vs ALL
+155.0%
+106.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -0.9% | +31.9% | +31.2% |
| 7D | +39.7% | +4.2% | +35.5% | +38.3% |
| 30D | +27.7% | +18.9% | +8.8% | +22.6% |
| 3M | -14.8% | +1.2% | -16.0% | -15.4% |
| 6M | -25.5% | +23.2% | -48.7% | -30.4% |
| YTD | -47.2% | +30.0% | -77.2% | -51.9% |
| 1Y | -42.3% | +39.6% | -81.9% | -49.0% |
| 3Y | +806.8% | +115.2% | +691.6% | +611.4% |
| 5Y | +261.6% | +156.2% | +105.4% | +179.4% |
| All | +261.6% | +155.0% | +106.7% | +179.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling