+261.6%
APP vs CB
+107.2%
+154.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -0.7% | +31.7% | +31.1% |
| 7D | +39.7% | +2.6% | +37.1% | +39.3% |
| 30D | +27.7% | +11.2% | +16.5% | +26.2% |
| 3M | -14.8% | +5.7% | -20.5% | -15.3% |
| 6M | -25.5% | +15.9% | -41.4% | -27.1% |
| YTD | -47.2% | +20.2% | -67.3% | -49.1% |
| 1Y | -42.3% | +32.4% | -74.7% | -46.1% |
| 3Y | +806.8% | +75.5% | +731.3% | +640.4% |
| 5Y | +261.6% | +105.5% | +156.1% | +171.8% |
| All | +261.6% | +107.2% | +154.4% | +171.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling