+500.0%
APP vs CB
+139.9%
+360.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.8% | +11.6% | +10.0% |
| 7D | +71.2% | +0.2% | +71.0% | +71.1% |
| 30D | +39.1% | +9.1% | +30.0% | +37.9% |
| 3M | +16.5% | +3.4% | +13.1% | +16.1% |
| 6M | -16.6% | +14.1% | -30.6% | -17.9% |
| YTD | -41.9% | +18.0% | -60.0% | -43.6% |
| 1Y | -37.0% | +30.1% | -67.2% | -40.4% |
| 3Y | +892.4% | +71.8% | +820.7% | +749.4% |
| 5Y | +297.3% | +101.8% | +195.5% | +222.0% |
| All | +500.0% | +139.9% | +360.2% | +401.4% |
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