+520.8%
APP vs BUD
+34.5%
+486.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.3% | +4.6% | +2.9% |
| 7D | +48.9% | +0.5% | +48.5% | +48.8% |
| 30D | +49.4% | +7.4% | +42.0% | +46.7% |
| 3M | +27.0% | +4.3% | +22.7% | +25.6% |
| 6M | -15.4% | +5.3% | -20.7% | -16.7% |
| YTD | -39.9% | +33.2% | -73.2% | -45.6% |
| 1Y | -32.0% | +31.8% | -63.7% | -38.2% |
| 3Y | +824.3% | +47.8% | +776.6% | +670.3% |
| 5Y | +252.4% | +50.2% | +202.3% | +179.7% |
| All | +520.8% | +34.5% | +486.3% | +393.0% |
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