+261.6%
APP vs M
-6.1%
+267.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -5.9% | +36.9% | +33.0% |
| 7D | +39.7% | -2.1% | +41.8% | +40.1% |
| 30D | +27.7% | +7.7% | +20.0% | +23.8% |
| 3M | -14.8% | -4.4% | -10.4% | -14.0% |
| 6M | -25.5% | +27.5% | -53.0% | -32.9% |
| YTD | -47.2% | +12.8% | -59.9% | -50.9% |
| 1Y | -42.3% | +20.7% | -63.0% | -48.0% |
| 3Y | +806.8% | +111.3% | +695.5% | +491.0% |
| 5Y | +261.6% | -6.3% | +267.9% | +198.4% |
| All | +261.6% | -6.1% | +267.7% | +198.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling