+520.8%
APP vs CP
+29.9%
+490.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.4% | +2.4% |
| 7D | +48.9% | -0.7% | +49.6% | +49.3% |
| 30D | +49.4% | +9.6% | +39.8% | +42.1% |
| 3M | +27.0% | +2.2% | +24.8% | +25.1% |
| 6M | -15.4% | +11.1% | -26.5% | -20.6% |
| YTD | -39.9% | +28.2% | -68.1% | -48.9% |
| 1Y | -32.0% | +32.2% | -64.1% | -43.3% |
| 3Y | +824.3% | +35.5% | +788.8% | +637.0% |
| 5Y | +252.4% | +26.8% | +225.7% | +196.7% |
| All | +520.8% | +29.9% | +490.9% | +394.4% |
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