+500.0%
APP vs CP
+27.7%
+472.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.7% | +11.6% | +10.7% |
| 7D | +71.2% | +2.8% | +68.4% | +68.6% |
| 30D | +39.1% | +10.2% | +28.9% | +31.8% |
| 3M | +16.5% | +2.4% | +14.2% | +14.6% |
| 6M | -16.6% | +7.7% | -24.2% | -20.5% |
| YTD | -41.9% | +26.0% | -67.9% | -50.2% |
| 1Y | -37.0% | +34.6% | -71.7% | -48.3% |
| 3Y | +892.4% | +26.7% | +865.8% | +723.6% |
| 5Y | +297.3% | +24.9% | +272.4% | +237.2% |
| All | +500.0% | +27.7% | +472.3% | +382.0% |
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