+500.0%
APP vs ES
-1.4%
+501.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.9% | +12.8% | +10.1% |
| 7D | +71.2% | +1.9% | +69.3% | +71.0% |
| 30D | +39.1% | +7.1% | +32.0% | +38.2% |
| 3M | +16.5% | -1.9% | +18.5% | +16.8% |
| 6M | -16.6% | +4.4% | -20.9% | -17.1% |
| YTD | -41.9% | +7.3% | -49.3% | -42.7% |
| 1Y | -37.0% | +2.1% | -39.2% | -37.6% |
| 3Y | +892.4% | +41.8% | +850.6% | +810.5% |
| 5Y | +297.3% | +1.4% | +295.9% | +302.6% |
| All | +500.0% | -1.4% | +501.4% | +493.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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