+506.6%
APP vs CP
+29.9%
+476.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.3% | -3.4% |
| 7D | +61.1% | +2.8% | +58.3% | +58.7% |
| 30D | +42.8% | +11.0% | +31.7% | +34.8% |
| 3M | +16.7% | +3.8% | +12.8% | +13.9% |
| 6M | -15.6% | +9.5% | -25.1% | -20.2% |
| YTD | -41.3% | +28.2% | -69.5% | -50.1% |
| 1Y | -39.3% | +33.0% | -72.2% | -49.6% |
| 3Y | +803.2% | +35.5% | +767.6% | +620.1% |
| 5Y | +313.2% | +25.8% | +287.4% | +248.1% |
| All | +506.6% | +29.9% | +476.7% | +383.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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