+446.2%
APP vs COMP
-49.5%
+495.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -8.2% | +39.2% | +33.8% |
| 7D | +39.7% | -1.8% | +41.5% | +39.6% |
| 30D | +27.7% | -0.8% | +28.5% | +26.9% |
| 3M | -14.8% | -28.1% | +13.4% | -5.8% |
| 6M | -25.5% | +27.0% | -52.5% | -34.6% |
| YTD | -47.2% | -12.8% | -34.4% | -47.3% |
| 1Y | -42.3% | +4.9% | -47.2% | -46.3% |
| 3Y | +806.8% | +321.0% | +485.8% | +352.8% |
| 5Y | +261.6% | -25.6% | +287.2% | +182.6% |
| All | +446.2% | -49.5% | +495.6% | +362.7% |
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