+420.4%
APP vs S
-52.7%
+473.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.6% | +8.2% | +9.1% |
| 7D | +71.2% | -13.4% | +84.7% | +81.2% |
| 30D | +39.1% | -14.0% | +53.1% | +46.9% |
| 3M | +16.5% | +4.9% | +11.7% | +8.8% |
| 6M | -16.6% | +42.0% | -58.6% | -34.7% |
| YTD | -41.9% | +45.1% | -87.1% | -55.4% |
| 1Y | -37.0% | +33.1% | -70.1% | -50.1% |
| 3Y | +892.4% | +40.6% | +851.8% | +615.2% |
| 5Y | +297.3% | -67.5% | +364.8% | +369.9% |
| All | +420.4% | -52.7% | +473.1% | +483.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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