+500.0%
APP vs APA
+188.4%
+311.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.6% | +7.2% | +9.5% |
| 7D | +71.2% | -15.5% | +86.7% | +75.2% |
| 30D | +39.1% | +2.4% | +36.7% | +37.8% |
| 3M | +16.5% | +22.8% | -6.2% | +11.5% |
| 6M | -16.6% | +17.9% | -34.5% | -20.4% |
| YTD | -41.9% | +87.7% | -129.6% | -50.5% |
| 1Y | -37.0% | +94.2% | -131.2% | -46.9% |
| 3Y | +892.4% | +27.2% | +865.2% | +774.2% |
| 5Y | +297.3% | +74.1% | +223.2% | +229.3% |
| All | +500.0% | +188.4% | +311.7% | +369.6% |
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