+503.8%
APP vs AME
+89.9%
+413.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -3.1% |
| 7D | +10.6% | +8.1% | +2.5% | +5.0% |
| 30D | +44.6% | -3.8% | +48.4% | +47.1% |
| 3M | +29.6% | -6.6% | +36.2% | +34.3% |
| 6M | -19.8% | +4.6% | -24.3% | -24.5% |
| YTD | -41.6% | +17.9% | -59.5% | -51.2% |
| 1Y | -32.7% | +23.2% | -55.9% | -46.0% |
| 3Y | +799.0% | +62.9% | +736.1% | +440.1% |
| 5Y | +250.4% | +77.5% | +172.9% | +76.8% |
| All | +503.8% | +89.9% | +413.9% | +194.4% |
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