+620.4%
APP vs CORZ
+237.5%
+382.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.7% | -7.4% | -4.1% |
| 7D | +0.1% | +16.6% | -16.5% | -4.6% |
| 30D | -10.0% | -10.9% | +0.8% | -7.5% |
| 3M | -44.6% | -31.0% | -13.6% | -39.6% |
| 6M | -37.9% | +26.0% | -63.9% | -45.0% |
| YTD | -53.7% | +28.6% | -82.3% | -59.1% |
| 1Y | -43.0% | +34.5% | -77.4% | -50.9% |
| All | +620.4% | +237.5% | +382.9% | +357.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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