+500.0%
APP vs T
+34.7%
+465.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.9% | +10.7% | +9.9% |
| 7D | +71.2% | +1.0% | +70.2% | +71.1% |
| 30D | +39.1% | -10.6% | +49.7% | +40.1% |
| 3M | +16.5% | -7.7% | +24.3% | +17.2% |
| 6M | -16.6% | -13.3% | -3.2% | -15.3% |
| YTD | -41.9% | -8.8% | -33.2% | -42.1% |
| 1Y | -37.0% | -8.4% | -28.6% | -37.3% |
| 3Y | +892.4% | +59.6% | +832.8% | +745.1% |
| 5Y | +297.3% | +52.1% | +245.2% | +247.4% |
| All | +500.0% | +34.7% | +465.3% | +370.3% |
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