+527.5%
APP vs SM
+101.3%
+426.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +3.9% |
| 7D | +4.6% | +9.4% | -4.8% | +3.0% |
| 30D | +56.0% | -14.4% | +70.4% | +58.6% |
| 3M | +30.8% | +1.6% | +29.3% | +28.1% |
| 6M | -9.8% | +6.3% | -16.1% | -14.0% |
| YTD | -39.3% | +78.8% | -118.1% | -49.5% |
| 1Y | -26.4% | +83.1% | -109.6% | -39.4% |
| 3Y | +887.9% | -5.9% | +893.8% | +820.4% |
| 5Y | +264.1% | +4.8% | +259.3% | +226.2% |
| All | +527.5% | +101.3% | +426.1% | +398.0% |
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