+445.4%
APP vs S
-48.9%
+494.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +8.0% | -3.2% | +0.9% |
| 7D | +79.2% | +1.6% | +77.6% | +75.7% |
| 30D | +48.0% | -10.5% | +58.5% | +53.4% |
| 3M | +18.2% | +9.9% | +8.3% | +7.9% |
| 6M | -12.5% | +41.8% | -54.3% | -31.1% |
| YTD | -39.2% | +56.8% | -96.0% | -55.0% |
| 1Y | -33.9% | +39.0% | -72.9% | -48.6% |
| 3Y | +933.3% | +53.8% | +879.4% | +612.1% |
| 5Y | +295.9% | -68.6% | +364.5% | +356.5% |
| All | +445.4% | -48.9% | +494.3% | +488.7% |
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