+500.0%
APP vs RF
+66.5%
+433.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.4% | +10.2% | +10.0% |
| 7D | +71.2% | -0.9% | +72.1% | +71.5% |
| 30D | +39.1% | +6.0% | +33.1% | +34.6% |
| 3M | +16.5% | -8.9% | +25.4% | +21.6% |
| 6M | -16.6% | +2.3% | -18.9% | -17.9% |
| YTD | -41.9% | +7.6% | -49.5% | -44.4% |
| 1Y | -37.0% | +21.2% | -58.2% | -43.2% |
| 3Y | +892.4% | +108.5% | +783.9% | +575.4% |
| 5Y | +297.3% | +43.2% | +254.1% | +215.1% |
| All | +500.0% | +66.5% | +433.5% | +371.7% |
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