+333.0%
APP vs PM
+119.0%
+214.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +2.4% |
| 7D | +0.9% | -4.9% | +5.8% | +1.3% |
| 30D | -23.3% | -3.4% | -19.9% | -23.0% |
| 3M | -42.6% | +5.2% | -47.8% | -43.0% |
| 6M | -33.6% | +3.7% | -37.3% | -34.1% |
| YTD | -52.4% | +15.8% | -68.2% | -53.8% |
| 1Y | -35.9% | +17.4% | -53.3% | -38.0% |
| 3Y | +642.2% | +116.9% | +525.3% | +515.3% |
| All | +333.0% | +119.0% | +214.0% | +287.8% |
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