+520.8%
APP vs RUN
-82.1%
+602.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.1% | -1.8% | +1.4% |
| 7D | +48.9% | +3.2% | +45.8% | +48.5% |
| 30D | +49.4% | +19.5% | +29.9% | +44.3% |
| 3M | +27.0% | -9.6% | +36.6% | +29.4% |
| 6M | -15.4% | -37.3% | +21.9% | -7.5% |
| YTD | -39.9% | -50.7% | +10.8% | -33.6% |
| 1Y | -32.0% | -54.1% | +22.1% | -24.0% |
| 3Y | +824.3% | -3.9% | +828.3% | +529.7% |
| 5Y | +252.4% | -84.4% | +336.8% | +278.2% |
| All | +520.8% | -82.1% | +602.9% | +520.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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