+500.0%
APP vs MA
+76.9%
+423.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.5% | +10.4% | +10.3% |
| 7D | +71.2% | +2.3% | +68.9% | +66.8% |
| 30D | +39.1% | +14.7% | +24.4% | +22.0% |
| 3M | +16.5% | +13.5% | +3.1% | +2.9% |
| 6M | -16.6% | +33.1% | -49.7% | -37.0% |
| YTD | -41.9% | +15.1% | -57.0% | -49.9% |
| 1Y | -37.0% | +18.7% | -55.8% | -47.5% |
| 3Y | +892.4% | +72.1% | +820.4% | +485.6% |
| 5Y | +297.3% | +92.8% | +204.5% | +116.0% |
| All | +500.0% | +76.9% | +423.2% | +220.2% |
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