+261.6%
APP vs AR
+75.2%
+186.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.8% | +33.8% | +31.8% |
| 7D | +39.7% | -11.7% | +51.4% | +43.7% |
| 30D | +27.7% | +1.8% | +25.9% | +25.9% |
| 3M | -14.8% | +6.0% | -20.7% | -17.6% |
| 6M | -25.5% | -7.0% | -18.5% | -25.6% |
| YTD | -47.2% | +5.6% | -52.7% | -49.8% |
| 1Y | -42.3% | +10.8% | -53.1% | -46.3% |
| 3Y | +806.8% | +19.3% | +787.5% | +712.6% |
| 5Y | +261.6% | +73.3% | +188.3% | +198.1% |
| All | +261.6% | +75.2% | +186.5% | +198.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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