+500.0%
APP vs EW
+18.1%
+481.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.3% | +8.6% | +9.1% |
| 7D | +71.2% | +11.0% | +60.2% | +61.8% |
| 30D | +39.1% | +19.1% | +20.0% | +26.2% |
| 3M | +16.5% | +14.4% | +2.2% | +8.0% |
| 6M | -16.6% | +22.8% | -39.3% | -26.3% |
| YTD | -41.9% | +19.8% | -61.8% | -48.2% |
| 1Y | -37.0% | +23.9% | -60.9% | -45.0% |
| 3Y | +892.4% | +52.2% | +840.2% | +574.2% |
| 5Y | +297.3% | -13.9% | +311.2% | +313.5% |
| All | +500.0% | +18.1% | +481.9% | +399.4% |
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