+500.0%
APP vs SM
+84.0%
+416.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.0% | +8.9% | +9.7% |
| 7D | +71.2% | -25.9% | +97.1% | +78.7% |
| 30D | +39.1% | -15.1% | +54.2% | +41.3% |
| 3M | +16.5% | +4.9% | +11.7% | +13.0% |
| 6M | -16.6% | +6.1% | -22.7% | -20.9% |
| YTD | -41.9% | +63.4% | -105.4% | -51.0% |
| 1Y | -37.0% | +72.5% | -109.5% | -47.8% |
| 3Y | +892.4% | -16.9% | +909.3% | +843.9% |
| 5Y | +297.3% | -10.6% | +307.9% | +263.9% |
| All | +500.0% | +84.0% | +416.0% | +383.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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