+1,322.2%
APP vs USAR
-18.3%
+1,340.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.4% | -2.0% | +2.2% |
| 7D | +48.9% | +0.8% | +48.2% | +48.8% |
| 30D | +49.4% | -30.1% | +79.5% | +50.8% |
| 3M | +27.0% | -56.3% | +83.3% | +29.5% |
| 6M | -15.4% | -68.6% | +53.2% | -13.6% |
| YTD | -39.9% | -30.5% | -9.4% | -38.3% |
| 1Y | -32.0% | -53.5% | +21.5% | -30.3% |
| 3Y | +824.3% | -19.3% | +843.6% | +905.4% |
| All | +1,322.2% | -18.3% | +1,340.6% | +1,476.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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