+446.2%
APP vs RF
+67.1%
+379.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.1% | +33.2% | +32.1% |
| 7D | +39.7% | -1.6% | +41.3% | +40.5% |
| 30D | +27.7% | +5.0% | +22.7% | +24.2% |
| 3M | -14.8% | -10.0% | -4.8% | -10.4% |
| 6M | -25.5% | +3.3% | -28.8% | -27.1% |
| YTD | -47.2% | +7.9% | -55.1% | -49.5% |
| 1Y | -42.3% | +21.2% | -63.5% | -48.0% |
| 3Y | +806.8% | +105.8% | +701.0% | +521.0% |
| 5Y | +261.6% | +43.7% | +217.9% | +186.3% |
| All | +446.2% | +67.1% | +379.1% | +328.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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