+813.2%
APP vs CORZ
+136.6%
+676.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.2% | -6.8% | -4.4% |
| 7D | +61.1% | -7.8% | +68.9% | +62.7% |
| 30D | +42.8% | -14.8% | +57.6% | +47.0% |
| 3M | +16.7% | -32.5% | +49.1% | +27.2% |
| 6M | -15.6% | -42.7% | +27.1% | -5.5% |
| YTD | -41.3% | -9.8% | -31.5% | -43.7% |
| 1Y | -39.3% | -31.9% | -7.3% | -36.9% |
| All | +813.2% | +136.6% | +676.6% | +529.5% |
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