+862.4%
APP vs ARM
+232.1%
+630.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +6.7% | -1.9% | +3.2% |
| 7D | +79.2% | -5.3% | +84.5% | +79.6% |
| 30D | +48.0% | -30.0% | +78.0% | +60.1% |
| 3M | +18.2% | -34.1% | +52.3% | +28.1% |
| 6M | -12.5% | -12.6% | +0.1% | -16.3% |
| YTD | -39.2% | +70.4% | -109.6% | -54.5% |
| 1Y | -33.9% | +22.3% | -56.1% | -44.9% |
| 3Y | +933.3% | +261.2% | +672.1% | +536.5% |
| All | +862.4% | +232.1% | +630.4% | +533.5% |
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