+358.8%
APP vs TRU
-35.2%
+394.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -0.7% |
| 7D | +0.1% | -7.2% | +7.3% | +5.1% |
| 30D | -10.0% | -2.8% | -7.2% | -8.8% |
| 3M | -44.6% | +13.0% | -57.7% | -50.4% |
| 6M | -37.9% | +0.7% | -38.5% | -39.8% |
| YTD | -53.7% | -9.0% | -44.7% | -52.1% |
| 1Y | -43.0% | -16.3% | -26.7% | -38.3% |
| 3Y | +640.8% | -1.1% | +641.8% | +585.3% |
| 5Y | +358.8% | -36.0% | +394.8% | +559.0% |
| All | +358.8% | -35.2% | +394.1% | +559.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 5y: compounded portfolio wealth divided by compounded TRU 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…
5y analysis · Full analysis span regression · 6 months rolling