+391.7%
APP vs NET
+268.5%
+123.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +3.2% |
| 7D | +0.9% | -7.0% | +7.9% | +4.1% |
| 30D | -23.3% | -4.8% | -18.5% | -22.1% |
| 3M | -42.6% | +3.8% | -46.5% | -44.6% |
| 6M | -33.6% | +50.0% | -83.7% | -49.1% |
| YTD | -52.4% | +41.5% | -93.9% | -62.7% |
| 1Y | -35.9% | +32.8% | -68.7% | -48.7% |
| 3Y | +642.2% | +335.9% | +306.3% | +206.6% |
| 5Y | +311.1% | +113.8% | +197.2% | +91.5% |
| All | +391.7% | +268.5% | +123.2% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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