+527.5%
APP vs P
+391.3%
+136.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.9% | +5.8% | +4.7% |
| 7D | +4.6% | +11.6% | -7.0% | -0.1% |
| 30D | +56.0% | -23.7% | +79.7% | +69.9% |
| 3M | +30.8% | -8.0% | +38.8% | +27.8% |
| 6M | -9.8% | +27.9% | -37.7% | -28.6% |
| YTD | -39.3% | +61.2% | -100.4% | -57.8% |
| 1Y | -26.4% | +28.6% | -55.1% | -44.9% |
| 3Y | +887.9% | +200.5% | +687.5% | +300.8% |
| 5Y | +264.1% | +282.9% | -18.8% | +25.0% |
| All | +527.5% | +391.3% | +136.1% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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