+892.4%
APP vs IAU
+103.2%
+789.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.8% | +10.7% | +10.3% |
| 7D | +71.2% | +4.7% | +66.5% | +67.0% |
| 30D | +39.1% | -0.9% | +40.0% | +40.2% |
| 3M | +16.5% | -4.4% | +20.9% | +18.9% |
| 6M | -16.6% | -13.5% | -3.1% | -10.2% |
| YTD | -41.9% | -5.9% | -36.0% | -37.9% |
| 1Y | -37.0% | +1.9% | -38.9% | -34.9% |
| 3Y | +892.4% | +104.1% | +788.4% | +532.7% |
| All | +892.4% | +103.2% | +789.2% | +532.7% |
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