+506.6%
APP vs C
+98.7%
+407.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.8% | -3.7% |
| 7D | +61.1% | -0.4% | +61.5% | +60.1% |
| 30D | +42.8% | -5.2% | +47.9% | +46.9% |
| 3M | +16.7% | -9.1% | +25.7% | +23.5% |
| 6M | -15.6% | -1.6% | -14.0% | -16.3% |
| YTD | -41.3% | +6.9% | -48.3% | -45.3% |
| 1Y | -39.3% | +23.0% | -62.2% | -49.1% |
| 3Y | +803.2% | +216.1% | +587.0% | +280.2% |
| 5Y | +313.2% | +112.2% | +200.9% | +107.2% |
| All | +506.6% | +98.7% | +407.9% | +202.2% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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