+503.8%
APP vs REPL
-28.0%
+531.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.7% | -2.8% |
| 7D | +10.6% | +9.8% | +0.8% | +10.1% |
| 30D | +44.6% | +81.5% | -36.9% | +40.4% |
| 3M | +29.6% | +44.2% | -14.6% | +27.0% |
| 6M | -19.8% | +437.4% | -457.2% | -30.3% |
| YTD | -41.6% | +126.1% | -167.7% | -48.3% |
| 1Y | -32.7% | +143.1% | -175.8% | -40.8% |
| 3Y | +799.0% | +97.8% | +701.2% | +478.8% |
| 5Y | +250.4% | -34.3% | +284.6% | +192.6% |
| All | +503.8% | -28.0% | +531.8% | +400.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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