+382.3%
APP vs MAR
+129.1%
+253.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.6% |
| 7D | +0.3% | -2.1% | +2.4% | +1.8% |
| 30D | -1.3% | -5.7% | +4.3% | +2.7% |
| 3M | -36.2% | -14.6% | -21.6% | -28.9% |
| 6M | -34.1% | +1.3% | -35.5% | -36.2% |
| YTD | -53.3% | +6.7% | -60.0% | -57.0% |
| 1Y | -44.5% | +26.4% | -71.0% | -56.3% |
| 3Y | +646.7% | +64.7% | +581.9% | +382.6% |
| 5Y | +306.4% | +153.1% | +153.4% | +117.4% |
| All | +382.3% | +129.1% | +253.2% | +157.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MAR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling