+527.5%
APP vs HWM
+587.1%
-59.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.9% | +4.4% |
| 7D | +4.6% | +7.3% | -2.7% | +0.9% |
| 30D | +56.0% | +1.6% | +54.5% | +52.6% |
| 3M | +30.8% | -21.9% | +52.7% | +46.4% |
| 6M | -9.8% | -19.0% | +9.3% | -2.1% |
| YTD | -39.3% | +7.9% | -47.2% | -46.4% |
| 1Y | -26.4% | +9.9% | -36.4% | -36.0% |
| 3Y | +887.9% | +342.1% | +545.8% | +264.5% |
| 5Y | +264.1% | +600.8% | -336.7% | +3.7% |
| All | +527.5% | +587.1% | -59.6% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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