+554.2%
APP vs PL
+28.1%
+526.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +10.4% | -0.5% | +7.1% |
| 7D | +71.2% | -6.8% | +78.0% | +72.9% |
| 30D | +39.1% | -29.3% | +68.4% | +51.5% |
| 3M | +16.5% | -44.8% | +61.3% | +34.7% |
| 6M | -16.6% | -68.4% | +51.8% | +8.4% |
| YTD | -41.9% | -36.4% | -5.6% | -41.4% |
| 1Y | -37.0% | +0.7% | -37.8% | -46.0% |
| 3Y | +892.4% | +455.3% | +437.1% | +306.9% |
| 5Y | +297.3% | +22.7% | +274.6% | +120.1% |
| All | +554.2% | +28.1% | +526.2% | +268.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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