+528.8%
APP vs P
+367.9%
+161.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +6.3% | -1.5% | +2.2% |
| 7D | +79.2% | -9.6% | +88.8% | +82.2% |
| 30D | +48.0% | -33.4% | +81.4% | +70.9% |
| 3M | +18.2% | +14.2% | +4.0% | +2.6% |
| 6M | -12.5% | +31.6% | -44.1% | -32.5% |
| YTD | -39.2% | +53.5% | -92.6% | -56.8% |
| 1Y | -33.9% | +14.2% | -48.0% | -47.3% |
| 3Y | +933.3% | +190.5% | +742.8% | +324.6% |
| 5Y | +295.9% | +256.3% | +39.5% | +40.0% |
| All | +528.8% | +367.9% | +161.0% | +77.7% |
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