+527.5%
APP vs IR
+72.8%
+454.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.2% | +4.1% |
| 7D | +4.6% | +2.5% | +2.1% | +2.9% |
| 30D | +56.0% | +9.2% | +46.9% | +46.1% |
| 3M | +30.8% | +0.9% | +29.9% | +28.7% |
| 6M | -9.8% | +19.2% | -29.0% | -21.7% |
| YTD | -39.3% | +7.5% | -46.8% | -45.0% |
| 1Y | -26.4% | +11.7% | -38.2% | -35.6% |
| 3Y | +887.9% | +23.9% | +864.0% | +644.0% |
| 5Y | +264.1% | +46.4% | +217.7% | +113.6% |
| All | +527.5% | +72.8% | +454.6% | +260.1% |
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