+500.0%
APP vs MAR
+190.0%
+310.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.2% | +10.1% | +10.0% |
| 7D | +71.2% | +4.3% | +66.9% | +65.5% |
| 30D | +39.1% | +16.8% | +22.3% | +23.6% |
| 3M | +16.5% | +16.0% | +0.5% | +3.6% |
| 6M | -16.6% | +16.5% | -33.0% | -26.6% |
| YTD | -41.9% | +35.0% | -77.0% | -55.2% |
| 1Y | -37.0% | +49.4% | -86.4% | -55.6% |
| 3Y | +892.4% | +124.1% | +768.4% | +408.3% |
| 5Y | +297.3% | +159.2% | +138.1% | +82.9% |
| All | +500.0% | +190.0% | +310.0% | +168.4% |
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