+528.8%
APP vs SO
+79.3%
+449.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.3% | +3.5% | +5.1% |
| 7D | +79.2% | -1.1% | +80.3% | +78.7% |
| 30D | +48.0% | +8.6% | +39.4% | +51.0% |
| 3M | +18.2% | +1.8% | +16.4% | +18.9% |
| 6M | -12.5% | +3.6% | -16.1% | -11.5% |
| YTD | -39.2% | +9.9% | -49.1% | -37.8% |
| 1Y | -33.9% | +5.7% | -39.6% | -32.7% |
| 3Y | +933.3% | +52.5% | +880.8% | +922.1% |
| 5Y | +295.9% | +77.3% | +218.5% | +339.6% |
| All | +528.8% | +79.3% | +449.5% | +603.4% |
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