+503.8%
APP vs SPOT
+105.5%
+398.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -1.6% |
| 7D | +10.6% | -2.6% | +13.1% | +12.4% |
| 30D | +44.6% | +13.5% | +31.1% | +30.5% |
| 3M | +29.6% | +22.2% | +7.4% | +10.3% |
| 6M | -19.8% | +38.3% | -58.1% | -38.3% |
| YTD | -41.6% | +3.1% | -44.6% | -45.3% |
| 1Y | -32.7% | -7.6% | -25.1% | -32.4% |
| 3Y | +799.0% | +250.0% | +549.0% | +244.3% |
| 5Y | +250.4% | +113.3% | +137.0% | +48.5% |
| All | +503.8% | +105.5% | +398.3% | +135.0% |
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