+528.8%
APP vs SLV
+102.4%
+426.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.7% | +2.1% | +3.8% |
| 7D | +79.2% | +5.6% | +73.5% | +75.5% |
| 30D | +48.0% | -12.1% | +60.1% | +55.6% |
| 3M | +18.2% | -16.3% | +34.5% | +25.6% |
| 6M | -12.5% | -34.1% | +21.6% | +0.8% |
| YTD | -39.2% | -25.3% | -13.9% | -34.9% |
| 1Y | -33.9% | +9.6% | -43.5% | -40.4% |
| 3Y | +933.3% | +132.7% | +800.6% | +561.1% |
| 5Y | +295.9% | +113.7% | +182.2% | +146.6% |
| All | +528.8% | +102.4% | +426.4% | +306.8% |
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