+527.5%
APP vs APA
+213.0%
+314.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.6% | +2.3% | +3.7% |
| 7D | +4.6% | +8.5% | -4.0% | +3.3% |
| 30D | +56.0% | +2.8% | +53.3% | +54.7% |
| 3M | +30.8% | +21.7% | +9.1% | +25.7% |
| 6M | -9.8% | +32.6% | -42.4% | -15.5% |
| YTD | -39.3% | +103.7% | -143.0% | -48.9% |
| 1Y | -26.4% | +101.8% | -128.2% | -38.0% |
| 3Y | +887.9% | +48.1% | +839.9% | +746.9% |
| 5Y | +264.1% | +91.9% | +172.2% | +197.9% |
| All | +527.5% | +213.0% | +314.5% | +385.2% |
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