+313.2%
APP vs S
-67.7%
+380.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.2% | -3.3% |
| 7D | +61.1% | +1.4% | +59.7% | +57.9% |
| 30D | +42.8% | -10.8% | +53.6% | +48.6% |
| 3M | +16.7% | +5.4% | +11.3% | +8.3% |
| 6M | -15.6% | +41.2% | -56.8% | -34.7% |
| YTD | -41.3% | +56.2% | -97.5% | -57.6% |
| 1Y | -39.3% | +36.3% | -75.6% | -53.2% |
| 3Y | +803.2% | +49.4% | +753.8% | +505.4% |
| 5Y | +313.2% | -66.9% | +380.0% | +477.1% |
| All | +313.2% | -67.7% | +380.9% | +477.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling