+500.0%
APP vs COMP
-44.0%
+544.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +10.7% | -0.9% | +6.2% |
| 7D | +71.2% | +13.4% | +57.8% | +62.9% |
| 30D | +39.1% | +11.1% | +28.0% | +33.1% |
| 3M | +16.5% | -18.8% | +35.4% | +23.5% |
| 6M | -16.6% | +10.5% | -27.1% | -21.6% |
| YTD | -41.9% | -3.4% | -38.5% | -44.0% |
| 1Y | -37.0% | +19.7% | -56.7% | -43.9% |
| 3Y | +892.4% | +381.6% | +510.8% | +373.5% |
| 5Y | +297.3% | -17.6% | +314.9% | +200.2% |
| All | +500.0% | -44.0% | +544.1% | +391.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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