+500.0%
APP vs FIVE
+22.2%
+477.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.4% | +10.3% | +10.0% |
| 7D | +71.2% | -0.3% | +71.5% | +70.7% |
| 30D | +39.1% | +17.7% | +21.4% | +28.9% |
| 3M | +16.5% | +4.0% | +12.6% | +13.1% |
| 6M | -16.6% | +2.6% | -19.2% | -20.3% |
| YTD | -41.9% | +27.6% | -69.5% | -50.1% |
| 1Y | -37.0% | +59.9% | -97.0% | -51.5% |
| 3Y | +892.4% | +35.8% | +856.7% | +644.0% |
| 5Y | +297.3% | +14.4% | +282.9% | +193.9% |
| All | +500.0% | +22.2% | +477.8% | +306.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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