+391.7%
APP vs LIN
+79.3%
+312.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.9% |
| 7D | +0.9% | -2.1% | +3.0% | +2.3% |
| 30D | -23.3% | -2.4% | -20.8% | -22.0% |
| 3M | -42.6% | -5.6% | -37.1% | -40.7% |
| 6M | -33.6% | -3.4% | -30.2% | -33.5% |
| YTD | -52.4% | +13.1% | -65.5% | -58.6% |
| 1Y | -35.9% | +2.5% | -38.4% | -39.5% |
| 3Y | +642.2% | +27.6% | +614.6% | +462.6% |
| 5Y | +311.1% | +63.0% | +248.0% | +143.5% |
| All | +391.7% | +79.3% | +312.4% | +198.8% |
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