+500.0%
APP vs SO
+77.0%
+423.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.1% | +10.9% | +9.6% |
| 7D | +71.2% | -1.5% | +72.7% | +70.7% |
| 30D | +39.1% | +8.1% | +31.0% | +41.7% |
| 3M | +16.5% | +0.2% | +16.3% | +16.8% |
| 6M | -16.6% | +0.4% | -16.9% | -16.2% |
| YTD | -41.9% | +8.5% | -50.4% | -40.8% |
| 1Y | -37.0% | +4.9% | -42.0% | -36.1% |
| 3Y | +892.4% | +47.9% | +844.5% | +882.5% |
| 5Y | +297.3% | +75.7% | +221.6% | +340.4% |
| All | +500.0% | +77.0% | +423.1% | +569.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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