+528.8%
APP vs NOC
+72.5%
+456.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.7% | +2.1% | +5.2% |
| 7D | +79.2% | -2.9% | +82.1% | +78.4% |
| 30D | +48.0% | +12.1% | +35.9% | +50.8% |
| 3M | +18.2% | -5.3% | +23.5% | +17.5% |
| 6M | -12.5% | -1.0% | -11.5% | -12.2% |
| YTD | -39.2% | -4.3% | -34.8% | -39.2% |
| 1Y | -33.9% | -3.6% | -30.2% | -33.8% |
| 3Y | +933.3% | +22.9% | +910.4% | +966.0% |
| 5Y | +295.9% | +60.4% | +235.5% | +327.8% |
| All | +528.8% | +72.5% | +456.3% | +568.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 all: compounded portfolio wealth divided by compounded NOC 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…
all analysis · Full analysis span regression · 6 months rolling