+528.8%
APP vs EW
+21.1%
+507.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.5% | +2.3% | +3.3% |
| 7D | +79.2% | +12.3% | +66.9% | +68.2% |
| 30D | +48.0% | +22.9% | +25.1% | +31.9% |
| 3M | +18.2% | +16.7% | +1.5% | +8.3% |
| 6M | -12.5% | +31.0% | -43.4% | -25.6% |
| YTD | -39.2% | +22.8% | -62.0% | -46.4% |
| 1Y | -33.9% | +25.6% | -59.4% | -42.7% |
| 3Y | +933.3% | +62.0% | +871.3% | +571.6% |
| 5Y | +295.9% | -12.8% | +308.6% | +309.1% |
| All | +528.8% | +21.1% | +507.7% | +415.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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