+261.6%
APP vs B
+143.5%
+118.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +0.5% | +30.5% | +30.9% |
| 7D | +39.7% | +4.3% | +35.4% | +38.1% |
| 30D | +27.7% | -0.9% | +28.7% | +28.1% |
| 3M | -14.8% | -1.4% | -13.4% | -14.9% |
| 6M | -25.5% | +5.0% | -30.5% | -27.8% |
| YTD | -47.2% | -5.8% | -41.3% | -46.6% |
| 1Y | -42.3% | +25.6% | -67.9% | -45.9% |
| 3Y | +806.8% | +161.6% | +645.2% | +577.8% |
| 5Y | +261.6% | +135.2% | +126.4% | +151.7% |
| All | +261.6% | +143.5% | +118.1% | +151.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling