+527.5%
APP vs SPOT
+110.3%
+417.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.4% | +1.6% | +2.4% |
| 7D | +4.6% | +1.6% | +3.0% | +3.6% |
| 30D | +56.0% | +16.9% | +39.1% | +38.1% |
| 3M | +30.8% | +23.0% | +7.9% | +11.0% |
| 6M | -9.8% | +42.2% | -52.0% | -31.9% |
| YTD | -39.3% | +5.5% | -44.8% | -44.0% |
| 1Y | -26.4% | -5.1% | -21.4% | -27.4% |
| 3Y | +887.9% | +257.9% | +630.0% | +273.0% |
| 5Y | +264.1% | +118.4% | +145.7% | +52.0% |
| All | +527.5% | +110.3% | +417.1% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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