+528.8%
APP vs AME
+87.7%
+441.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.2% | +0.6% | +1.9% |
| 7D | +79.2% | -1.5% | +80.7% | +78.7% |
| 30D | +48.0% | -4.2% | +52.2% | +50.9% |
| 3M | +18.2% | -5.9% | +24.2% | +21.5% |
| 6M | -12.5% | +2.8% | -15.3% | -16.6% |
| YTD | -39.2% | +16.6% | -55.7% | -48.7% |
| 1Y | -33.9% | +22.1% | -56.0% | -46.6% |
| 3Y | +933.3% | +64.7% | +868.6% | +512.9% |
| 5Y | +295.9% | +76.6% | +219.3% | +101.2% |
| All | +528.8% | +87.7% | +441.1% | +209.1% |
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