+506.6%
APP vs MA
+78.5%
+428.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.9% |
| 7D | +61.1% | +1.8% | +59.3% | +57.9% |
| 30D | +42.8% | +11.8% | +30.9% | +28.2% |
| 3M | +16.7% | +17.2% | -0.5% | +0.3% |
| 6M | -15.6% | +33.4% | -49.0% | -36.4% |
| YTD | -41.3% | +16.1% | -57.5% | -49.7% |
| 1Y | -39.3% | +19.9% | -59.2% | -49.8% |
| 3Y | +803.2% | +70.1% | +733.1% | +438.5% |
| 5Y | +313.2% | +89.6% | +223.5% | +123.6% |
| All | +506.6% | +78.5% | +428.1% | +221.2% |
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