+528.8%
APP vs SM
+79.0%
+449.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.7% | +7.5% | +5.2% |
| 7D | +79.2% | -22.3% | +101.4% | +85.4% |
| 30D | +48.0% | -21.4% | +69.3% | +52.3% |
| 3M | +18.2% | +1.4% | +16.9% | +15.2% |
| 6M | -12.5% | +0.1% | -12.6% | -16.1% |
| YTD | -39.2% | +59.0% | -98.1% | -48.5% |
| 1Y | -33.9% | +64.3% | -98.2% | -44.7% |
| 3Y | +933.3% | -13.1% | +946.4% | +874.0% |
| 5Y | +295.9% | -13.9% | +309.7% | +264.4% |
| All | +528.8% | +79.0% | +449.8% | +408.6% |
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