+506.6%
APP vs SLV
+95.5%
+411.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.4% | -0.1% | -2.2% |
| 7D | +61.1% | +3.7% | +57.4% | +59.1% |
| 30D | +42.8% | -15.2% | +57.9% | +52.2% |
| 3M | +16.7% | -21.8% | +38.4% | +27.4% |
| 6M | -15.6% | -36.3% | +20.7% | -1.4% |
| YTD | -41.3% | -27.8% | -13.5% | -36.3% |
| 1Y | -39.3% | +1.5% | -40.8% | -43.5% |
| 3Y | +803.2% | +128.5% | +674.7% | +482.6% |
| 5Y | +313.2% | +103.2% | +209.9% | +162.3% |
| All | +506.6% | +95.5% | +411.2% | +297.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 SLV 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