+292.6%
APP vs AR
+71.8%
+220.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.8% | +10.7% | +10.1% |
| 7D | +71.2% | -14.3% | +85.5% | +77.7% |
| 30D | +39.1% | +1.4% | +37.6% | +37.2% |
| 3M | +16.5% | +3.4% | +13.2% | +13.6% |
| 6M | -16.6% | -2.1% | -14.5% | -18.1% |
| YTD | -41.9% | +4.7% | -46.6% | -44.7% |
| 1Y | -37.0% | +10.6% | -47.6% | -41.5% |
| 3Y | +892.4% | +24.6% | +867.9% | +780.5% |
| All | +292.6% | +71.8% | +220.8% | +225.5% |
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