+528.8%
APP vs SAP
+89.7%
+439.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +3.3% |
| 7D | +79.2% | +1.6% | +77.5% | +76.6% |
| 30D | +48.0% | +10.5% | +37.5% | +35.3% |
| 3M | +18.2% | +15.2% | +3.1% | +3.4% |
| 6M | -12.5% | +36.7% | -49.2% | -36.4% |
| YTD | -39.2% | -0.6% | -38.6% | -41.1% |
| 1Y | -33.9% | -4.1% | -29.7% | -33.4% |
| 3Y | +933.3% | +73.2% | +860.0% | +429.9% |
| 5Y | +295.9% | +74.1% | +221.8% | +79.0% |
| All | +528.8% | +89.7% | +439.1% | +160.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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