+735.9%
APP vs ARM
+197.2%
+538.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -13.1% | +44.1% | +34.0% |
| 7D | +39.7% | -27.1% | +66.8% | +49.4% |
| 30D | +27.7% | -44.9% | +72.6% | +46.2% |
| 3M | -14.8% | -39.3% | +24.5% | -6.4% |
| 6M | -25.5% | -20.2% | -5.4% | -28.1% |
| YTD | -47.2% | +52.5% | -99.7% | -59.5% |
| 1Y | -42.3% | +4.1% | -46.4% | -49.9% |
| 3Y | +806.8% | +211.7% | +595.1% | +480.7% |
| All | +735.9% | +197.2% | +538.7% | +464.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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