+391.7%
APP vs COMP
-39.0%
+430.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.0% |
| 7D | +0.9% | +1.4% | -0.5% | +0.3% |
| 30D | -23.3% | -13.3% | -9.9% | -19.6% |
| 3M | -42.6% | +41.1% | -83.8% | -49.6% |
| 6M | -33.6% | +17.2% | -50.8% | -39.8% |
| YTD | -52.4% | +5.2% | -57.6% | -55.0% |
| 1Y | -35.9% | +18.9% | -54.8% | -42.8% |
| 3Y | +642.2% | +215.9% | +426.3% | +315.5% |
| 5Y | +311.1% | -31.2% | +342.3% | +227.0% |
| All | +391.7% | -39.0% | +430.7% | +294.9% |
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