+260.2%
APP vs MKTX
-53.9%
+314.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | +48.9% | +0.3% | +48.7% | +48.8% |
| 30D | +49.4% | +0.9% | +48.5% | +49.0% |
| 3M | +27.0% | +2.7% | +24.3% | +25.9% |
| 6M | -15.4% | +15.6% | -31.0% | -20.4% |
| YTD | -39.9% | -7.0% | -32.9% | -38.8% |
| 1Y | -32.0% | -1.2% | -30.7% | -32.5% |
| 3Y | +824.3% | -22.2% | +846.6% | +817.1% |
| All | +260.2% | -53.9% | +314.1% | +395.3% |
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