+500.0%
APP vs CAPR
+113.3%
+386.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.7% | +5.2% | +9.7% |
| 7D | +71.2% | +41.1% | +30.1% | +69.6% |
| 30D | +39.1% | +11.1% | +28.0% | +38.6% |
| 3M | +16.5% | +115.3% | -98.8% | +13.5% |
| 6M | -16.6% | -73.8% | +57.3% | -15.2% |
| YTD | -41.9% | -68.8% | +26.9% | -41.4% |
| 1Y | -37.0% | +43.3% | -80.4% | -43.7% |
| 3Y | +892.4% | +214.7% | +677.8% | +605.2% |
| 5Y | +297.3% | +141.3% | +156.0% | +161.5% |
| All | +500.0% | +113.3% | +386.8% | +252.4% |
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