+333.0%
APP vs SLV
+163.9%
+169.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.7% |
| 7D | +0.9% | -0.3% | +1.2% | +0.9% |
| 30D | -23.3% | +6.7% | -30.0% | -25.4% |
| 3M | -42.6% | -10.7% | -32.0% | -40.5% |
| 6M | -33.6% | -20.6% | -13.0% | -29.0% |
| YTD | -52.4% | -7.1% | -45.3% | -52.9% |
| 1Y | -35.9% | +62.0% | -97.9% | -50.6% |
| 3Y | +642.2% | +169.8% | +472.4% | +354.3% |
| All | +333.0% | +163.9% | +169.1% | +144.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling