+503.8%
APP vs CG
+20.3%
+483.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.3% | +1.5% | +0.2% |
| 7D | +10.6% | -1.5% | +12.1% | +11.6% |
| 30D | +44.6% | +5.7% | +38.9% | +36.7% |
| 3M | +29.6% | -17.9% | +47.5% | +45.6% |
| 6M | -19.8% | -20.2% | +0.4% | -8.5% |
| YTD | -41.6% | -32.0% | -9.6% | -26.2% |
| 1Y | -32.7% | -27.0% | -5.7% | -19.4% |
| 3Y | +799.0% | +42.8% | +756.3% | +492.2% |
| 5Y | +250.4% | -23.4% | +273.8% | +241.6% |
| All | +503.8% | +20.3% | +483.5% | +435.6% |
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