+503.8%
APP vs SO
+77.2%
+426.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.3% | -3.1% |
| 7D | +10.6% | -0.9% | +11.5% | +10.3% |
| 30D | +44.6% | +4.9% | +39.6% | +46.4% |
| 3M | +29.6% | +0.8% | +28.8% | +30.0% |
| 6M | -19.8% | +0.6% | -20.3% | -19.4% |
| YTD | -41.6% | +8.7% | -50.2% | -40.4% |
| 1Y | -32.7% | +4.0% | -36.6% | -31.7% |
| 3Y | +799.0% | +50.6% | +748.4% | +786.9% |
| 5Y | +250.4% | +77.5% | +172.9% | +291.4% |
| All | +503.8% | +77.2% | +426.6% | +573.4% |
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