+503.8%
APP vs EFX
+3.9%
+499.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.9% | -2.2% |
| 7D | +10.6% | -3.6% | +14.2% | +12.9% |
| 30D | +44.6% | +25.3% | +19.3% | +24.2% |
| 3M | +29.6% | +3.8% | +25.8% | +24.3% |
| 6M | -19.8% | +12.7% | -32.5% | -28.2% |
| YTD | -41.6% | -13.1% | -28.4% | -38.3% |
| 1Y | -32.7% | -9.3% | -23.4% | -31.2% |
| 3Y | +799.0% | +3.5% | +795.5% | +675.8% |
| 5Y | +250.4% | -30.6% | +281.0% | +249.2% |
| All | +503.8% | +3.9% | +499.9% | +503.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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