+446.2%
APP vs AME
+75.7%
+370.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -5.9% | +37.0% | +35.1% |
| 7D | +39.7% | -11.4% | +51.1% | +50.5% |
| 30D | +27.7% | -12.1% | +39.8% | +38.2% |
| 3M | -14.8% | -12.3% | -2.4% | -7.9% |
| 6M | -25.5% | -4.6% | -20.9% | -25.5% |
| YTD | -47.2% | +9.1% | -56.3% | -53.5% |
| 1Y | -42.3% | +13.3% | -55.6% | -50.9% |
| 3Y | +806.8% | +58.2% | +748.6% | +447.9% |
| 5Y | +261.6% | +63.4% | +198.2% | +92.5% |
| All | +446.2% | +75.7% | +370.4% | +180.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling