+298.1%
APP vs S
-71.1%
+369.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.1% |
| 7D | +4.6% | +2.0% | +2.6% | +3.4% |
| 30D | +56.0% | -2.7% | +58.7% | +55.2% |
| 3M | +30.8% | -6.9% | +37.7% | +29.9% |
| 6M | -9.8% | +38.1% | -47.9% | -29.2% |
| YTD | -39.3% | +48.0% | -87.3% | -54.8% |
| 1Y | -26.4% | +34.5% | -60.9% | -43.0% |
| 3Y | +887.9% | +38.3% | +849.6% | +593.6% |
| All | +298.1% | -71.1% | +369.2% | +427.5% |
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