+506.6%
APP vs B
+116.5%
+390.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.1% | +2.6% | -1.7% |
| 7D | +61.1% | +7.1% | +54.0% | +58.2% |
| 30D | +42.8% | -3.3% | +46.1% | +44.3% |
| 3M | +16.7% | -2.5% | +19.2% | +17.0% |
| 6M | -15.6% | -7.2% | -8.4% | -14.8% |
| YTD | -41.3% | -7.4% | -33.9% | -40.4% |
| 1Y | -39.3% | +16.4% | -55.7% | -41.7% |
| 3Y | +803.2% | +178.7% | +624.5% | +583.5% |
| 5Y | +313.2% | +121.7% | +191.5% | +201.0% |
| All | +506.6% | +116.5% | +390.1% | +355.8% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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