+527.5%
APP vs BG
+46.5%
+480.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.7% | +2.2% | +3.8% |
| 7D | +4.6% | +2.6% | +2.0% | +4.4% |
| 30D | +56.0% | -6.7% | +62.7% | +56.6% |
| 3M | +30.8% | -9.3% | +40.1% | +31.4% |
| 6M | -9.8% | -18.3% | +8.5% | -8.7% |
| YTD | -39.3% | +16.2% | -55.5% | -41.0% |
| 1Y | -26.4% | +7.6% | -34.0% | -27.9% |
| 3Y | +887.9% | +6.6% | +881.4% | +858.2% |
| 5Y | +264.1% | +22.2% | +241.9% | +237.4% |
| All | +527.5% | +46.5% | +480.9% | +471.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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