+500.0%
APP vs PM
+175.9%
+324.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.8% | +11.7% | +9.9% |
| 7D | +71.2% | -5.2% | +76.4% | +71.3% |
| 30D | +39.1% | +2.7% | +36.4% | +38.1% |
| 3M | +16.5% | +5.2% | +11.3% | +15.5% |
| 6M | -16.6% | +17.0% | -33.6% | -18.3% |
| YTD | -41.9% | +25.5% | -67.4% | -44.2% |
| 1Y | -37.0% | +35.5% | -72.6% | -40.4% |
| 3Y | +892.4% | +143.9% | +748.5% | +718.7% |
| 5Y | +297.3% | +161.8% | +135.5% | +221.0% |
| All | +500.0% | +175.9% | +324.1% | +395.4% |
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