+506.6%
APP vs AME
+87.8%
+418.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.6% | -3.6% |
| 7D | +61.1% | -4.1% | +65.2% | +63.9% |
| 30D | +42.8% | -4.1% | +46.9% | +45.6% |
| 3M | +16.7% | -5.6% | +22.3% | +19.6% |
| 6M | -15.6% | +2.8% | -18.4% | -19.6% |
| YTD | -41.3% | +16.6% | -57.9% | -50.6% |
| 1Y | -39.3% | +21.1% | -60.4% | -50.6% |
| 3Y | +803.2% | +61.1% | +742.1% | +446.9% |
| 5Y | +313.2% | +76.6% | +236.6% | +110.0% |
| All | +506.6% | +87.8% | +418.8% | +198.1% |
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