+295.9%
APP vs B
+147.6%
+148.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.2% | +0.6% | +3.5% |
| 7D | +79.2% | +11.3% | +67.8% | +73.5% |
| 30D | +48.0% | +2.9% | +45.0% | +46.8% |
| 3M | +18.2% | -2.9% | +21.1% | +18.6% |
| 6M | -12.5% | -1.2% | -11.3% | -13.3% |
| YTD | -39.2% | -1.3% | -37.8% | -39.3% |
| 1Y | -33.9% | +30.4% | -64.3% | -38.7% |
| 3Y | +933.3% | +195.3% | +738.0% | +649.7% |
| 5Y | +295.9% | +146.2% | +149.7% | +171.5% |
| All | +295.9% | +147.6% | +148.3% | +171.5% |
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