+528.8%
APP vs MAR
+190.5%
+338.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.7% |
| 7D | +79.2% | +0.2% | +79.0% | +78.5% |
| 30D | +48.0% | +14.0% | +34.0% | +33.9% |
| 3M | +18.2% | +18.1% | +0.1% | +3.8% |
| 6M | -12.5% | +18.6% | -31.1% | -24.0% |
| YTD | -39.2% | +35.3% | -74.4% | -53.1% |
| 1Y | -33.9% | +44.5% | -78.3% | -52.0% |
| 3Y | +933.3% | +120.7% | +812.6% | +435.3% |
| 5Y | +295.9% | +164.1% | +131.8% | +81.6% |
| All | +528.8% | +190.5% | +338.4% | +181.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling