+338.9%
APP vs MKTX
-61.3%
+400.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.6% | -2.7% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | -10.0% | +1.0% | -11.0% | -10.3% |
| 3M | -44.6% | +41.3% | -85.9% | -51.5% |
| 6M | -37.9% | -11.3% | -26.5% | -35.4% |
| YTD | -53.7% | -8.6% | -45.1% | -52.6% |
| 1Y | -43.0% | -11.1% | -31.9% | -41.3% |
| 3Y | +640.8% | -24.5% | +665.3% | +640.3% |
| All | +338.9% | -61.3% | +400.2% | +483.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling