+382.3%
APP vs CARR
+41.5%
+340.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.4% | +4.5% |
| 7D | +0.3% | -4.1% | +4.4% | +2.9% |
| 30D | -1.3% | -11.0% | +9.7% | +5.8% |
| 3M | -36.2% | -16.4% | -19.8% | -29.6% |
| 6M | -34.1% | -2.4% | -31.8% | -36.5% |
| YTD | -53.3% | +8.4% | -61.8% | -58.9% |
| 1Y | -44.5% | -8.0% | -36.6% | -45.3% |
| 3Y | +646.7% | +0.6% | +646.1% | +553.8% |
| 5Y | +306.4% | +7.7% | +298.7% | +170.4% |
| All | +382.3% | +41.5% | +340.9% | +228.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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