+367.9%
APP vs BR
+18.1%
+349.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.0% |
| 7D | -4.4% | -5.0% | +0.6% | -0.7% |
| 30D | -10.0% | -2.5% | -7.6% | -8.6% |
| 3M | -41.4% | +13.5% | -54.9% | -48.1% |
| 6M | -41.0% | -9.4% | -31.6% | -36.9% |
| YTD | -54.7% | -23.3% | -31.4% | -44.7% |
| 1Y | -45.3% | -31.6% | -13.7% | -26.0% |
| 3Y | +624.3% | -5.1% | +629.3% | +593.1% |
| 5Y | +329.1% | +8.2% | +320.9% | +215.6% |
| All | +367.9% | +18.1% | +349.8% | +234.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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