+367.9%
APP vs AU
+484.2%
-116.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.9% | -2.4% |
| 7D | -4.4% | +0.6% | -5.0% | -4.6% |
| 30D | -10.0% | +12.3% | -22.3% | -12.7% |
| 3M | -41.4% | +29.4% | -70.8% | -45.1% |
| 6M | -41.0% | +3.2% | -44.2% | -42.6% |
| YTD | -54.7% | +31.8% | -86.5% | -58.4% |
| 1Y | -45.3% | +83.4% | -128.8% | -53.5% |
| 3Y | +624.3% | +623.1% | +1.2% | +337.3% |
| 5Y | +329.1% | +700.5% | -371.4% | +128.4% |
| All | +367.9% | +484.2% | -116.3% | +181.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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