+528.8%
APP vs EAT
+196.9%
+331.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.5% | +6.3% | +5.3% |
| 7D | +79.2% | -3.9% | +83.1% | +80.8% |
| 30D | +48.0% | +5.0% | +43.0% | +44.3% |
| 3M | +18.2% | -9.6% | +27.8% | +20.0% |
| 6M | -12.5% | +46.8% | -59.3% | -27.1% |
| YTD | -39.2% | +41.8% | -81.0% | -49.2% |
| 1Y | -33.9% | +98.3% | -132.2% | -52.1% |
| 3Y | +933.3% | +503.1% | +430.2% | +323.2% |
| 5Y | +295.9% | +356.7% | -60.8% | +58.7% |
| All | +528.8% | +196.9% | +331.9% | +153.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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