+503.8%
APP vs UL
+24.1%
+479.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.8% |
| 7D | +10.6% | -2.5% | +13.0% | +10.8% |
| 30D | +44.6% | +5.7% | +38.9% | +43.6% |
| 3M | +29.6% | +7.0% | +22.6% | +28.6% |
| 6M | -19.8% | +16.1% | -35.8% | -21.0% |
| YTD | -41.6% | +3.6% | -45.1% | -42.1% |
| 1Y | -32.7% | -1.4% | -31.3% | -32.8% |
| 3Y | +799.0% | +34.1% | +765.0% | +674.8% |
| 5Y | +250.4% | +32.0% | +218.4% | +200.4% |
| All | +503.8% | +24.1% | +479.7% | +402.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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