+313.2%
APP vs APA
+76.3%
+236.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.8% | -3.7% |
| 7D | +61.1% | -5.5% | +66.6% | +62.2% |
| 30D | +42.8% | -1.2% | +43.9% | +42.2% |
| 3M | +16.7% | +10.6% | +6.1% | +13.6% |
| 6M | -15.6% | +28.4% | -44.0% | -21.1% |
| YTD | -41.3% | +89.7% | -131.0% | -50.9% |
| 1Y | -39.3% | +90.6% | -129.9% | -49.4% |
| 3Y | +803.2% | +36.9% | +766.3% | +675.2% |
| 5Y | +313.2% | +83.2% | +229.9% | +220.6% |
| All | +313.2% | +76.3% | +236.9% | +220.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling