+506.6%
APP vs EW
+20.3%
+486.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.9% | -3.1% |
| 7D | +61.1% | +9.3% | +51.8% | +53.6% |
| 30D | +42.8% | +22.1% | +20.7% | +27.8% |
| 3M | +16.7% | +13.0% | +3.7% | +9.0% |
| 6M | -15.6% | +30.1% | -45.7% | -27.9% |
| YTD | -41.3% | +22.0% | -63.3% | -48.1% |
| 1Y | -39.3% | +23.7% | -63.0% | -46.9% |
| 3Y | +803.2% | +62.0% | +741.2% | +486.6% |
| 5Y | +313.2% | -12.4% | +325.6% | +325.5% |
| All | +506.6% | +20.3% | +486.3% | +399.7% |
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