+298.1%
APP vs PM
+163.6%
+134.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.2% | +2.7% | +3.9% |
| 7D | +4.6% | +0.5% | +4.0% | +4.6% |
| 30D | +56.0% | -3.2% | +59.3% | +55.8% |
| 3M | +30.8% | +6.2% | +24.6% | +29.6% |
| 6M | -9.8% | +7.7% | -17.5% | -10.7% |
| YTD | -39.3% | +27.3% | -66.6% | -41.6% |
| 1Y | -26.4% | +32.8% | -59.2% | -29.8% |
| 3Y | +887.9% | +150.0% | +737.9% | +712.2% |
| All | +298.1% | +163.6% | +134.5% | +234.1% |
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 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