+528.8%
APP vs T
+35.8%
+493.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.7% |
| 7D | +79.2% | +1.7% | +77.5% | +79.0% |
| 30D | +48.0% | -1.7% | +49.7% | +48.2% |
| 3M | +18.2% | -7.3% | +25.6% | +18.9% |
| 6M | -12.5% | -11.2% | -1.3% | -11.4% |
| YTD | -39.2% | -8.1% | -31.1% | -39.3% |
| 1Y | -33.9% | -8.0% | -25.8% | -34.2% |
| 3Y | +933.3% | +62.1% | +871.1% | +777.1% |
| 5Y | +295.9% | +55.7% | +240.2% | +247.4% |
| All | +528.8% | +35.8% | +493.1% | +392.6% |
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