+527.5%
APP vs NI
+119.3%
+408.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.5% | +3.4% | +3.8% |
| 7D | +4.6% | +4.3% | +0.3% | +3.6% |
| 30D | +56.0% | +12.4% | +43.7% | +51.3% |
| 3M | +30.8% | +10.2% | +20.7% | +27.5% |
| 6M | -9.8% | -0.8% | -9.0% | -10.0% |
| YTD | -39.3% | +13.2% | -52.5% | -42.3% |
| 1Y | -26.4% | +10.1% | -36.5% | -29.5% |
| 3Y | +887.9% | +103.1% | +784.8% | +717.0% |
| 5Y | +264.1% | +115.5% | +148.6% | +225.8% |
| All | +527.5% | +119.3% | +408.2% | +458.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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