+520.8%
APP vs CG
+25.7%
+495.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.4% | +3.7% | +3.3% |
| 7D | +48.9% | -3.8% | +52.8% | +50.9% |
| 30D | +49.4% | +7.5% | +41.9% | +39.6% |
| 3M | +27.0% | -14.4% | +41.4% | +38.7% |
| 6M | -15.4% | -15.7% | +0.3% | -7.1% |
| YTD | -39.9% | -29.0% | -11.0% | -26.4% |
| 1Y | -32.0% | -22.1% | -9.9% | -22.3% |
| 3Y | +824.3% | +49.1% | +775.2% | +490.9% |
| 5Y | +252.4% | -18.4% | +270.8% | +230.9% |
| All | +520.8% | +25.7% | +495.1% | +434.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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