+500.0%
APP vs CF
+181.8%
+318.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.7% | +9.2% | +9.8% |
| 7D | +71.2% | -3.2% | +74.4% | +71.5% |
| 30D | +39.1% | +4.3% | +34.8% | +38.4% |
| 3M | +16.5% | +2.8% | +13.7% | +15.9% |
| 6M | -16.6% | +0.6% | -17.2% | -17.2% |
| YTD | -41.9% | +56.6% | -98.6% | -46.5% |
| 1Y | -37.0% | +49.6% | -86.7% | -41.6% |
| 3Y | +892.4% | +61.5% | +831.0% | +798.3% |
| 5Y | +297.3% | +124.0% | +173.3% | +250.0% |
| All | +500.0% | +181.8% | +318.3% | +397.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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