+446.2%
APP vs SLV
+97.4%
+348.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -0.5% | +31.5% | +31.2% |
| 7D | +39.7% | -0.7% | +40.4% | +40.3% |
| 30D | +27.7% | -15.4% | +43.1% | +36.1% |
| 3M | -14.8% | -16.3% | +1.5% | -9.4% |
| 6M | -25.5% | -28.8% | +3.3% | -17.0% |
| YTD | -47.2% | -27.1% | -20.0% | -42.9% |
| 1Y | -42.3% | +7.5% | -49.8% | -47.6% |
| 3Y | +806.8% | +121.2% | +685.6% | +491.2% |
| 5Y | +261.6% | +110.0% | +151.7% | +126.8% |
| All | +446.2% | +97.4% | +348.8% | +256.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling