+520.8%
APP vs AME
+88.9%
+431.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.8% | +1.9% |
| 7D | +48.9% | +1.1% | +47.9% | +46.3% |
| 30D | +49.4% | -4.1% | +53.5% | +52.4% |
| 3M | +27.0% | -6.3% | +33.4% | +31.2% |
| 6M | -15.4% | +3.5% | -18.9% | -19.8% |
| YTD | -39.9% | +17.3% | -57.2% | -49.6% |
| 1Y | -32.0% | +22.0% | -54.0% | -44.9% |
| 3Y | +824.3% | +62.0% | +762.3% | +457.5% |
| 5Y | +252.4% | +78.5% | +173.9% | +78.3% |
| All | +520.8% | +88.9% | +431.9% | +203.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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