+298.1%
APP vs AME
+77.7%
+220.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.4% | +3.5% | +3.6% |
| 7D | +4.6% | +5.9% | -1.3% | +0.4% |
| 30D | +56.0% | -1.9% | +57.9% | +56.5% |
| 3M | +30.8% | -5.4% | +36.2% | +34.5% |
| 6M | -9.8% | +4.9% | -14.7% | -15.7% |
| YTD | -39.3% | +18.5% | -57.7% | -50.1% |
| 1Y | -26.4% | +25.5% | -51.9% | -42.9% |
| 3Y | +887.9% | +63.0% | +824.9% | +462.4% |
| All | +298.1% | +77.7% | +220.4% | +80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling