+503.8%
APP vs ARWR
-32.3%
+536.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.5% | +1.7% | -1.4% |
| 7D | +10.6% | -17.9% | +28.5% | +16.6% |
| 30D | +44.6% | -18.9% | +63.5% | +52.3% |
| 3M | +29.6% | -46.0% | +75.6% | +54.4% |
| 6M | -19.8% | -40.3% | +20.6% | -8.8% |
| YTD | -41.6% | -29.0% | -12.6% | -38.2% |
| 1Y | -32.7% | +13.8% | -46.5% | -40.4% |
| 3Y | +799.0% | +74.9% | +724.1% | +466.9% |
| 5Y | +250.4% | -36.2% | +286.6% | +200.3% |
| All | +503.8% | -32.3% | +536.1% | +338.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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