+506.6%
APP vs SM
+81.6%
+425.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.4% | -5.0% | -3.8% |
| 7D | +61.1% | -19.5% | +80.6% | +65.7% |
| 30D | +42.8% | -20.2% | +63.0% | +46.6% |
| 3M | +16.7% | -6.5% | +23.2% | +15.7% |
| 6M | -15.6% | +1.6% | -17.1% | -19.2% |
| YTD | -41.3% | +61.2% | -102.6% | -50.4% |
| 1Y | -39.3% | +65.4% | -104.6% | -49.2% |
| 3Y | +803.2% | -13.0% | +816.2% | +751.3% |
| 5Y | +313.2% | -4.3% | +317.4% | +275.9% |
| All | +506.6% | +81.6% | +425.0% | +389.5% |
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