+528.8%
APP vs APA
+187.9%
+341.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.8% |
| 7D | +79.2% | -8.7% | +87.9% | +81.2% |
| 30D | +48.0% | -2.4% | +50.4% | +47.8% |
| 3M | +18.2% | +19.0% | -0.8% | +13.7% |
| 6M | -12.5% | +26.8% | -39.3% | -17.7% |
| YTD | -39.2% | +87.3% | -126.5% | -48.1% |
| 1Y | -33.9% | +92.3% | -126.2% | -44.1% |
| 3Y | +933.3% | +37.3% | +896.0% | +795.5% |
| 5Y | +295.9% | +73.2% | +222.7% | +228.4% |
| All | +528.8% | +187.9% | +341.0% | +392.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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