+261.6%
APP vs PM
+166.8%
+94.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -4.6% | +35.7% | +31.1% |
| 7D | +39.7% | -3.4% | +43.1% | +39.7% |
| 30D | +27.7% | +5.8% | +21.9% | +26.7% |
| 3M | -14.8% | +6.7% | -21.4% | -15.5% |
| 6M | -25.5% | +19.9% | -45.4% | -27.1% |
| YTD | -47.2% | +27.8% | -74.9% | -49.1% |
| 1Y | -42.3% | +39.4% | -81.7% | -45.4% |
| 3Y | +806.8% | +146.9% | +659.9% | +648.3% |
| 5Y | +261.6% | +166.6% | +95.0% | +204.2% |
| All | +261.6% | +166.8% | +94.9% | +204.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling