+483.7%
APP vs AUR
-35.7%
+519.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.4% | +2.6% |
| 7D | +1.1% | +1.4% | -0.4% | +0.6% |
| 30D | +6.6% | -6.4% | +13.1% | +8.1% |
| 3M | -32.3% | +7.7% | -40.0% | -34.2% |
| 6M | -29.8% | +44.5% | -74.3% | -38.8% |
| YTD | -51.9% | +67.4% | -119.4% | -59.9% |
| 1Y | -43.3% | +15.4% | -58.7% | -47.9% |
| 3Y | +664.1% | +94.8% | +569.2% | +419.3% |
| 5Y | +318.7% | -35.1% | +353.8% | +192.1% |
| All | +483.7% | -35.7% | +519.4% | +317.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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