+500.0%
APP vs U
-49.5%
+549.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.5% | +4.4% | +7.0% |
| 7D | +71.2% | +36.6% | +34.6% | +48.1% |
| 30D | +39.1% | +13.3% | +25.8% | +31.9% |
| 3M | +16.5% | +26.2% | -9.6% | +3.7% |
| 6M | -16.6% | +88.7% | -105.3% | -41.6% |
| YTD | -41.9% | +16.6% | -58.5% | -49.8% |
| 1Y | -37.0% | +29.0% | -66.0% | -48.4% |
| 3Y | +892.4% | +99.5% | +792.9% | +426.6% |
| 5Y | +297.3% | -66.1% | +363.4% | +372.4% |
| All | +500.0% | -49.5% | +549.6% | +422.4% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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