+503.8%
APP vs T
+38.1%
+465.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.4% | -2.7% |
| 7D | +10.6% | +1.6% | +8.9% | +10.4% |
| 30D | +44.6% | -2.9% | +47.5% | +44.9% |
| 3M | +29.6% | -7.5% | +37.1% | +30.3% |
| 6M | -19.8% | -9.9% | -9.9% | -18.8% |
| YTD | -41.6% | -6.4% | -35.1% | -41.8% |
| 1Y | -32.7% | -9.4% | -23.3% | -32.6% |
| 3Y | +799.0% | +64.9% | +734.2% | +662.4% |
| 5Y | +250.4% | +57.0% | +193.4% | +206.1% |
| All | +503.8% | +38.1% | +465.7% | +372.4% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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