+506.6%
APP vs ED
+90.4%
+416.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.3% | -3.2% |
| 7D | +61.1% | +2.1% | +59.0% | +62.5% |
| 30D | +42.8% | +12.4% | +30.3% | +51.2% |
| 3M | +16.7% | +13.1% | +3.5% | +24.1% |
| 6M | -15.6% | +14.1% | -29.7% | -9.4% |
| YTD | -41.3% | +23.1% | -64.4% | -34.8% |
| 1Y | -39.3% | +25.4% | -64.7% | -32.0% |
| 3Y | +803.2% | +47.9% | +755.3% | +922.6% |
| 5Y | +313.2% | +81.9% | +231.3% | +440.7% |
| All | +506.6% | +90.4% | +416.2% | +705.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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