+527.5%
APP vs BR
+35.2%
+492.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.5% | +3.4% | +3.5% |
| 7D | +4.6% | +1.1% | +3.5% | +3.7% |
| 30D | +56.0% | +14.4% | +41.7% | +40.8% |
| 3M | +30.8% | +12.4% | +18.4% | +19.1% |
| 6M | -9.8% | +35.4% | -45.2% | -30.8% |
| YTD | -39.3% | -12.2% | -27.1% | -33.2% |
| 1Y | -26.4% | -12.7% | -13.7% | -18.7% |
| 3Y | +887.9% | +14.3% | +873.7% | +709.8% |
| 5Y | +264.1% | +19.3% | +244.8% | +148.0% |
| All | +527.5% | +35.2% | +492.3% | +305.1% |
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