+520.8%
APP vs MA
+79.0%
+441.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.1% | +2.1% |
| 7D | +48.9% | -1.8% | +50.7% | +50.4% |
| 30D | +49.4% | +11.0% | +38.4% | +35.1% |
| 3M | +27.0% | +17.9% | +9.2% | +8.6% |
| 6M | -15.4% | +33.2% | -48.5% | -36.1% |
| YTD | -39.9% | +16.5% | -56.4% | -48.7% |
| 1Y | -32.0% | +19.1% | -51.1% | -43.3% |
| 3Y | +824.3% | +70.6% | +753.8% | +449.8% |
| 5Y | +252.4% | +92.1% | +160.3% | +90.1% |
| All | +520.8% | +79.0% | +441.8% | +227.9% |
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