+329.1%
APP vs AUR
-34.3%
+363.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.1% | -2.2% |
| 7D | -4.4% | +11.1% | -15.5% | -7.4% |
| 30D | -10.0% | -6.9% | -3.1% | -8.6% |
| 3M | -41.4% | +5.5% | -46.9% | -42.7% |
| 6M | -41.0% | +41.0% | -82.0% | -48.1% |
| YTD | -54.7% | +69.3% | -124.0% | -62.4% |
| 1Y | -45.3% | +14.0% | -59.4% | -49.7% |
| 3Y | +624.3% | +90.1% | +534.2% | +396.1% |
| 5Y | +329.1% | -34.4% | +363.5% | +205.8% |
| All | +329.1% | -34.3% | +363.4% | +205.8% |
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