+527.5%
APP vs CP
+30.4%
+497.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +4.2% |
| 7D | +4.6% | +2.1% | +2.4% | +3.4% |
| 30D | +56.0% | +9.3% | +46.7% | +48.6% |
| 3M | +30.8% | +0.5% | +30.4% | +30.0% |
| 6M | -9.8% | +10.4% | -20.2% | -15.1% |
| YTD | -39.3% | +28.7% | -68.0% | -48.5% |
| 1Y | -26.4% | +33.2% | -59.6% | -39.0% |
| 3Y | +887.9% | +38.4% | +849.5% | +676.4% |
| 5Y | +264.1% | +26.2% | +237.9% | +206.1% |
| All | +527.5% | +30.4% | +497.0% | +398.6% |
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