+520.8%
APP vs BR
+35.4%
+485.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.4% |
| 7D | +48.9% | +1.9% | +47.1% | +47.2% |
| 30D | +49.4% | +15.9% | +33.5% | +33.5% |
| 3M | +27.0% | +13.7% | +13.4% | +14.7% |
| 6M | -15.4% | +31.0% | -46.4% | -33.1% |
| YTD | -39.9% | -12.0% | -27.9% | -34.0% |
| 1Y | -32.0% | -11.5% | -20.5% | -25.9% |
| 3Y | +824.3% | +14.9% | +809.4% | +653.0% |
| 5Y | +252.4% | +20.1% | +232.3% | +139.5% |
| All | +520.8% | +35.4% | +485.4% | +300.1% |
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