+503.8%
APP vs MKTX
-67.0%
+570.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +10.6% | +0.2% | +10.3% | +10.5% |
| 30D | +44.6% | +0.9% | +43.7% | +44.1% |
| 3M | +29.6% | +2.5% | +27.1% | +28.5% |
| 6M | -19.8% | +18.6% | -38.4% | -25.3% |
| YTD | -41.6% | -7.1% | -34.5% | -40.5% |
| 1Y | -32.7% | -0.3% | -32.3% | -33.5% |
| 3Y | +799.0% | -22.3% | +821.3% | +796.6% |
| 5Y | +250.4% | -54.5% | +304.9% | +357.2% |
| All | +503.8% | -67.0% | +570.8% | +701.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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