+423.7%
APP vs S
-51.5%
+475.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.3% | +3.5% | +0.3% |
| 7D | +10.6% | +4.1% | +6.5% | +8.4% |
| 30D | +44.6% | -7.2% | +51.8% | +47.3% |
| 3M | +29.6% | 0.0% | +29.6% | +24.1% |
| 6M | -19.8% | +41.6% | -61.4% | -36.9% |
| YTD | -41.6% | +48.6% | -90.2% | -55.7% |
| 1Y | -32.7% | +30.0% | -62.7% | -45.9% |
| 3Y | +799.0% | +42.2% | +756.9% | +543.6% |
| 5Y | +250.4% | -70.8% | +321.2% | +316.0% |
| All | +423.7% | -51.5% | +475.3% | +479.9% |
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