+528.8%
APP vs IR
+76.5%
+452.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.7% | +0.1% | +1.8% |
| 7D | +79.2% | +5.0% | +74.1% | +73.0% |
| 30D | +48.0% | +10.3% | +37.7% | +37.8% |
| 3M | +18.2% | -0.1% | +18.3% | +17.2% |
| 6M | -12.5% | +14.8% | -27.2% | -21.9% |
| YTD | -39.2% | +9.7% | -48.9% | -45.6% |
| 1Y | -33.9% | +12.2% | -46.1% | -42.1% |
| 3Y | +933.3% | +30.0% | +903.3% | +650.6% |
| 5Y | +295.9% | +46.8% | +249.0% | +130.3% |
| All | +528.8% | +76.5% | +452.4% | +256.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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