+527.5%
APP vs MA
+79.2%
+448.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.3% | +2.6% | +2.8% |
| 7D | +4.6% | +1.3% | +3.3% | +3.5% |
| 30D | +56.0% | +9.6% | +46.4% | +42.8% |
| 3M | +30.8% | +16.8% | +14.1% | +12.8% |
| 6M | -9.8% | +35.2% | -45.0% | -32.9% |
| YTD | -39.3% | +16.6% | -55.9% | -48.1% |
| 1Y | -26.4% | +19.8% | -46.2% | -39.0% |
| 3Y | +887.9% | +70.7% | +817.2% | +487.4% |
| 5Y | +264.1% | +87.4% | +176.7% | +96.8% |
| All | +527.5% | +79.2% | +448.3% | +231.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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