+528.8%
APP vs U
-49.6%
+578.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.9% |
| 7D | +79.2% | +32.3% | +46.8% | +57.5% |
| 30D | +48.0% | +9.7% | +38.3% | +42.7% |
| 3M | +18.2% | +19.6% | -1.4% | +8.1% |
| 6M | -12.5% | +82.6% | -95.1% | -37.5% |
| YTD | -39.2% | +16.4% | -55.6% | -47.4% |
| 1Y | -33.9% | +28.5% | -62.3% | -45.7% |
| 3Y | +933.3% | +103.8% | +829.5% | +441.4% |
| 5Y | +295.9% | -70.0% | +365.9% | +400.8% |
| All | +528.8% | -49.6% | +578.4% | +447.8% |
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