+503.8%
APP vs CAPR
+142.7%
+361.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -8.7% | +6.0% | -2.5% |
| 7D | +10.6% | +19.1% | -8.5% | +9.9% |
| 30D | +44.6% | +48.8% | -4.3% | +42.8% |
| 3M | +29.6% | +144.4% | -114.8% | +25.6% |
| 6M | -19.8% | -67.5% | +47.7% | -19.1% |
| YTD | -41.6% | -64.5% | +22.9% | -41.3% |
| 1Y | -32.7% | +74.4% | -107.1% | -40.4% |
| 3Y | +799.0% | +265.7% | +533.3% | +534.1% |
| 5Y | +250.4% | +196.0% | +54.4% | +127.0% |
| All | +503.8% | +142.7% | +361.1% | +253.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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