+888.2%
APP vs AS
+131.9%
+756.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.8% | +3.5% |
| 7D | +48.9% | -3.0% | +52.0% | +50.7% |
| 30D | +49.4% | +9.6% | +39.9% | +42.7% |
| 3M | +27.0% | -8.2% | +35.2% | +31.4% |
| 6M | -15.4% | -9.9% | -5.5% | -11.9% |
| YTD | -39.9% | -16.8% | -23.1% | -35.3% |
| 1Y | -32.0% | +3.0% | -34.9% | -33.9% |
| All | +888.2% | +131.9% | +756.3% | +491.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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