+261.6%
APP vs MA
+97.3%
+164.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.5% | +33.5% | +33.3% |
| 7D | +39.7% | +3.2% | +36.5% | +34.7% |
| 30D | +27.7% | +15.9% | +11.8% | +9.7% |
| 3M | -14.8% | +15.2% | -29.9% | -26.8% |
| 6M | -25.5% | +32.4% | -57.9% | -44.8% |
| YTD | -47.2% | +15.6% | -62.8% | -55.2% |
| 1Y | -42.3% | +19.3% | -61.6% | -52.9% |
| 3Y | +806.8% | +73.0% | +733.8% | +395.6% |
| 5Y | +261.6% | +93.7% | +167.9% | +77.6% |
| All | +261.6% | +97.3% | +164.3% | +77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling