+520.8%
APP vs FIVE
+27.6%
+493.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +2.8% |
| 7D | +48.9% | -0.5% | +49.5% | +48.5% |
| 30D | +49.4% | +17.4% | +32.0% | +38.8% |
| 3M | +27.0% | +7.0% | +20.0% | +21.8% |
| 6M | -15.4% | +20.5% | -35.9% | -24.5% |
| YTD | -39.9% | +33.1% | -73.0% | -49.3% |
| 1Y | -32.0% | +67.1% | -99.0% | -48.5% |
| 3Y | +824.3% | +41.9% | +782.4% | +579.6% |
| 5Y | +252.4% | +21.1% | +231.4% | +155.2% |
| All | +520.8% | +27.6% | +493.3% | +313.0% |
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