+261.6%
APP vs P
+237.3%
+24.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -16.4% | +47.4% | +37.7% |
| 7D | +39.7% | -31.9% | +71.6% | +60.4% |
| 30D | +27.7% | -36.5% | +64.3% | +50.0% |
| 3M | -14.8% | +11.6% | -26.4% | -26.4% |
| 6M | -25.5% | +25.2% | -50.7% | -42.1% |
| YTD | -47.2% | +39.4% | -86.6% | -61.3% |
| 1Y | -42.3% | -3.7% | -38.6% | -50.5% |
| 3Y | +806.8% | +167.3% | +639.5% | +268.2% |
| 5Y | +261.6% | +237.3% | +24.3% | +25.2% |
| All | +261.6% | +237.3% | +24.3% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling