+500.0%
APP vs M
+65.4%
+434.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -4.6% | +14.5% | +11.3% |
| 7D | +71.2% | -4.3% | +75.5% | +72.4% |
| 30D | +39.1% | +1.3% | +37.8% | +37.5% |
| 3M | +16.5% | -7.4% | +23.9% | +18.3% |
| 6M | -16.6% | +18.3% | -34.9% | -22.4% |
| YTD | -41.9% | +7.6% | -49.5% | -45.0% |
| 1Y | -37.0% | +17.4% | -54.4% | -42.3% |
| 3Y | +892.4% | +108.4% | +784.1% | +581.9% |
| 5Y | +297.3% | -10.6% | +307.9% | +240.9% |
| All | +500.0% | +65.4% | +434.6% | +318.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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