+446.2%
APP vs LIN
+95.7%
+350.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -0.7% | +31.7% | +31.5% |
| 7D | +39.7% | +3.6% | +36.1% | +36.2% |
| 30D | +27.7% | +6.4% | +21.4% | +22.2% |
| 3M | -14.8% | +6.5% | -21.3% | -18.6% |
| 6M | -25.5% | +4.9% | -30.4% | -29.1% |
| YTD | -47.2% | +23.4% | -70.6% | -56.8% |
| 1Y | -42.3% | +26.3% | -68.6% | -54.0% |
| 3Y | +806.8% | +38.0% | +768.8% | +551.9% |
| 5Y | +261.6% | +68.0% | +193.6% | +106.6% |
| All | +446.2% | +95.7% | +350.5% | +211.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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