+609.3%
APP vs AUR
-56.5%
+665.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.4% | +2.7% | -1.2% |
| 7D | +10.6% | +7.9% | +2.6% | +8.3% |
| 30D | +44.6% | -18.5% | +63.1% | +52.7% |
| 3M | +29.6% | -36.7% | +66.3% | +45.7% |
| 6M | -19.8% | -39.8% | +20.0% | -9.8% |
| YTD | -41.6% | +13.3% | -54.9% | -46.0% |
| 1Y | -32.7% | +2.8% | -35.5% | -36.2% |
| 3Y | +799.0% | +139.7% | +659.3% | +471.4% |
| 5Y | +250.4% | -56.5% | +306.9% | +171.3% |
| All | +609.3% | -56.5% | +665.8% | +463.2% |
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