+500.0%
APP vs STM
+11.3%
+488.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.4% | +5.4% | +8.0% |
| 7D | +71.2% | -10.7% | +82.0% | +76.2% |
| 30D | +39.1% | -25.7% | +64.8% | +55.1% |
| 3M | +16.5% | -21.6% | +38.1% | +25.3% |
| 6M | -16.6% | -27.8% | +11.2% | -13.5% |
| YTD | -41.9% | +61.8% | -103.7% | -63.1% |
| 1Y | -37.0% | +78.1% | -115.1% | -62.2% |
| 3Y | +892.4% | +4.9% | +887.5% | +633.0% |
| 5Y | +297.3% | -14.3% | +311.6% | +212.0% |
| All | +500.0% | +11.3% | +488.8% | +313.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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