+506.6%
APP vs MET
+93.6%
+413.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.3% | -3.9% |
| 7D | +61.1% | +1.8% | +59.3% | +59.0% |
| 30D | +42.8% | +4.8% | +38.0% | +38.5% |
| 3M | +16.7% | +6.2% | +10.5% | +12.2% |
| 6M | -15.6% | +33.8% | -49.4% | -30.1% |
| YTD | -41.3% | +33.3% | -74.6% | -51.5% |
| 1Y | -39.3% | +36.3% | -75.6% | -50.6% |
| 3Y | +803.2% | +84.6% | +718.6% | +514.0% |
| 5Y | +313.2% | +87.7% | +225.5% | +190.7% |
| All | +506.6% | +93.6% | +413.1% | +327.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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