+252.4%
APP vs AUR
-53.5%
+306.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +2.0% |
| 7D | +48.9% | +12.7% | +36.2% | +44.0% |
| 30D | +49.4% | -18.7% | +68.2% | +57.8% |
| 3M | +27.0% | -33.8% | +60.8% | +41.0% |
| 6M | -15.4% | -36.6% | +21.2% | -6.3% |
| YTD | -39.9% | +19.8% | -59.7% | -45.3% |
| 1Y | -32.0% | +8.0% | -39.9% | -36.4% |
| 3Y | +824.3% | +153.4% | +670.9% | +480.7% |
| 5Y | +252.4% | -54.0% | +306.4% | +166.4% |
| All | +252.4% | -53.5% | +306.0% | +166.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling