+520.8%
APP vs PM
+176.1%
+344.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.3% | +2.3% |
| 7D | +48.9% | -7.1% | +56.0% | +49.2% |
| 30D | +49.4% | -2.8% | +52.2% | +49.1% |
| 3M | +27.0% | +6.3% | +20.7% | +25.7% |
| 6M | -15.4% | +9.6% | -25.0% | -16.6% |
| YTD | -39.9% | +25.6% | -65.5% | -42.3% |
| 1Y | -32.0% | +29.7% | -61.6% | -35.0% |
| 3Y | +824.3% | +147.6% | +676.8% | +658.8% |
| 5Y | +252.4% | +160.1% | +92.3% | +185.0% |
| All | +520.8% | +176.1% | +344.7% | +412.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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