+503.8%
APP vs B
+106.4%
+397.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.4% | -1.8% |
| 7D | +10.6% | -6.2% | +16.8% | +12.7% |
| 30D | +44.6% | -6.6% | +51.2% | +47.7% |
| 3M | +29.6% | -7.9% | +37.5% | +32.2% |
| 6M | -19.8% | -16.8% | -3.0% | -16.3% |
| YTD | -41.6% | -11.7% | -29.9% | -39.8% |
| 1Y | -32.7% | +3.5% | -36.2% | -33.3% |
| 3Y | +799.0% | +165.7% | +633.3% | +590.0% |
| 5Y | +250.4% | +108.4% | +142.0% | +159.1% |
| All | +503.8% | +106.4% | +397.4% | +360.2% |
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