+378.5%
APP vs CAG
-46.2%
+424.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.2% | -3.0% |
| 7D | +0.1% | -5.3% | +5.4% | -1.3% |
| 30D | -10.0% | +1.0% | -11.0% | -9.8% |
| 3M | -44.6% | +17.4% | -62.0% | -42.0% |
| 6M | -37.9% | -16.8% | -21.1% | -41.4% |
| YTD | -53.7% | -6.8% | -46.9% | -54.4% |
| 1Y | -43.0% | -15.4% | -27.6% | -45.0% |
| 3Y | +640.8% | -37.1% | +677.8% | +563.4% |
| 5Y | +358.8% | -41.3% | +400.1% | +315.9% |
| All | +378.5% | -46.2% | +424.7% | +310.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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