+500.0%
APP vs P
+340.2%
+159.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.5% | +6.3% | +8.4% |
| 7D | +71.2% | -23.8% | +95.0% | +86.8% |
| 30D | +39.1% | -36.6% | +75.7% | +63.7% |
| 3M | +16.5% | +10.9% | +5.7% | +2.2% |
| 6M | -16.6% | +30.0% | -46.5% | -35.7% |
| YTD | -41.9% | +44.4% | -86.3% | -57.7% |
| 1Y | -37.0% | +3.9% | -41.0% | -47.6% |
| 3Y | +892.4% | +176.6% | +715.9% | +315.0% |
| 5Y | +297.3% | +249.3% | +48.0% | +42.0% |
| All | +500.0% | +340.2% | +159.9% | +73.8% |
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