+887.9%
APP vs IAU
+99.0%
+788.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.1% | +3.8% | +3.8% |
| 7D | +4.6% | -4.6% | +9.2% | +7.6% |
| 30D | +56.0% | -5.4% | +61.5% | +61.9% |
| 3M | +30.8% | -10.9% | +41.7% | +39.5% |
| 6M | -9.8% | -17.4% | +7.6% | +0.1% |
| YTD | -39.3% | -10.2% | -29.1% | -33.3% |
| 1Y | -26.4% | -7.1% | -19.4% | -20.5% |
| 3Y | +887.9% | +97.7% | +790.2% | +480.6% |
| All | +887.9% | +99.0% | +788.9% | +480.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 3y: compounded portfolio wealth divided by compounded IAU 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…
3y analysis · Full analysis span regression · 6 months rolling