+252.4%
APP vs SM
-0.4%
+252.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.6% | -3.2% | +1.4% |
| 7D | +48.9% | +0.3% | +48.6% | +48.5% |
| 30D | +49.4% | -17.3% | +66.8% | +52.9% |
| 3M | +27.0% | -3.6% | +30.6% | +25.3% |
| 6M | -15.4% | +2.9% | -18.3% | -19.4% |
| YTD | -39.9% | +70.2% | -110.1% | -50.8% |
| 1Y | -32.0% | +66.5% | -98.5% | -44.1% |
| 3Y | +824.3% | -8.2% | +832.5% | +755.9% |
| 5Y | +252.4% | -1.5% | +253.9% | +213.4% |
| All | +252.4% | -0.4% | +252.8% | +213.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling