+506.6%
APP vs CB
+142.6%
+364.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.6% | -5.1% | -3.6% |
| 7D | +61.1% | +0.7% | +60.4% | +60.9% |
| 30D | +42.8% | +8.2% | +34.6% | +41.7% |
| 3M | +16.7% | +6.3% | +10.4% | +16.0% |
| 6M | -15.6% | +16.2% | -31.8% | -17.1% |
| YTD | -41.3% | +19.3% | -60.6% | -43.1% |
| 1Y | -39.3% | +29.2% | -68.5% | -42.3% |
| 3Y | +803.2% | +71.4% | +731.8% | +675.8% |
| 5Y | +313.2% | +104.2% | +208.9% | +234.6% |
| All | +506.6% | +142.6% | +364.1% | +406.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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