+506.6%
APP vs BUD
+37.7%
+468.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.7% | -3.8% |
| 7D | +61.1% | +6.0% | +55.1% | +59.0% |
| 30D | +42.8% | +11.3% | +31.5% | +39.0% |
| 3M | +16.7% | +3.6% | +13.1% | +15.6% |
| 6M | -15.6% | +7.7% | -23.3% | -17.4% |
| YTD | -41.3% | +36.4% | -77.7% | -47.1% |
| 1Y | -39.3% | +37.8% | -77.1% | -45.6% |
| 3Y | +803.2% | +51.2% | +752.0% | +648.5% |
| 5Y | +313.2% | +53.4% | +259.8% | +226.1% |
| All | +506.6% | +37.7% | +468.9% | +379.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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