+503.8%
APP vs APA
+208.0%
+295.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.0% | -4.7% | -3.0% |
| 7D | +10.6% | +9.6% | +0.9% | +9.1% |
| 30D | +44.6% | -0.2% | +44.8% | +44.0% |
| 3M | +29.6% | +19.8% | +9.8% | +24.8% |
| 6M | -19.8% | +30.1% | -49.8% | -24.6% |
| YTD | -41.6% | +100.4% | -142.0% | -50.7% |
| 1Y | -32.7% | +105.2% | -137.9% | -43.6% |
| 3Y | +799.0% | +44.6% | +754.4% | +673.8% |
| 5Y | +250.4% | +88.8% | +161.6% | +187.3% |
| All | +503.8% | +208.0% | +295.9% | +368.0% |
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