+892.4%
APP vs SLV
+120.9%
+771.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.1% | +10.0% | +9.9% |
| 7D | +71.2% | +5.1% | +66.1% | +68.0% |
| 30D | +39.1% | -12.9% | +52.0% | +46.6% |
| 3M | +16.5% | -16.1% | +32.6% | +23.6% |
| 6M | -16.6% | -33.2% | +16.6% | -4.7% |
| YTD | -41.9% | -27.2% | -14.7% | -36.8% |
| 1Y | -37.0% | +7.6% | -44.7% | -43.1% |
| 3Y | +892.4% | +122.3% | +770.1% | +511.3% |
| All | +892.4% | +120.9% | +771.6% | +511.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling