+528.8%
APP vs PM
+171.6%
+357.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.4% | +7.2% | +4.8% |
| 7D | +79.2% | -7.3% | +86.4% | +79.3% |
| 30D | +48.0% | -4.0% | +52.0% | +47.6% |
| 3M | +18.2% | +2.7% | +15.5% | +17.2% |
| 6M | -12.5% | +14.9% | -27.4% | -14.4% |
| YTD | -39.2% | +23.5% | -62.7% | -41.5% |
| 1Y | -33.9% | +30.4% | -64.2% | -37.1% |
| 3Y | +933.3% | +143.2% | +790.0% | +748.7% |
| 5Y | +295.9% | +159.5% | +136.4% | +219.4% |
| All | +528.8% | +171.6% | +357.2% | +419.1% |
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