+520.8%
APP vs BG
+44.6%
+476.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.5% | +2.3% |
| 7D | +48.9% | +3.4% | +45.6% | +48.6% |
| 30D | +49.4% | -3.8% | +53.2% | +49.7% |
| 3M | +27.0% | -9.6% | +36.6% | +27.6% |
| 6M | -15.4% | -19.5% | +4.1% | -14.2% |
| YTD | -39.9% | +14.6% | -54.5% | -41.6% |
| 1Y | -32.0% | +6.6% | -38.6% | -33.3% |
| 3Y | +824.3% | +4.7% | +819.7% | +798.0% |
| 5Y | +252.4% | +22.1% | +230.4% | +226.7% |
| All | +520.8% | +44.6% | +476.2% | +465.5% |
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