+520.8%
APP vs M
+78.1%
+442.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.3% | +2.6% |
| 7D | +48.9% | -3.3% | +52.3% | +49.5% |
| 30D | +49.4% | +8.1% | +41.3% | +44.8% |
| 3M | +27.0% | +2.2% | +24.8% | +25.0% |
| 6M | -15.4% | +35.1% | -50.5% | -24.5% |
| YTD | -39.9% | +15.8% | -55.8% | -44.4% |
| 1Y | -32.0% | +25.8% | -57.8% | -39.0% |
| 3Y | +824.3% | +156.2% | +668.1% | +490.9% |
| 5Y | +252.4% | -2.4% | +254.8% | +194.9% |
| All | +520.8% | +78.1% | +442.7% | +323.5% |
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