+333.0%
APP vs S
-71.4%
+404.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.0% |
| 7D | +0.9% | -7.7% | +8.6% | +4.8% |
| 30D | -23.3% | -5.3% | -17.9% | -22.1% |
| 3M | -42.6% | +20.3% | -62.9% | -49.2% |
| 6M | -33.6% | +47.4% | -81.0% | -48.5% |
| YTD | -52.4% | +32.5% | -85.0% | -61.0% |
| 1Y | -35.9% | +9.5% | -45.4% | -43.1% |
| 3Y | +642.2% | +15.5% | +626.7% | +497.2% |
| All | +333.0% | -71.4% | +404.3% | +488.1% |
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