+1,340.6%
APP vs USAR
-13.4%
+1,354.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +6.5% | -1.7% | +4.6% |
| 7D | +79.2% | -1.1% | +80.2% | +79.1% |
| 30D | +48.0% | -30.3% | +78.2% | +49.4% |
| 3M | +18.2% | -54.7% | +72.9% | +20.5% |
| 6M | -12.5% | -67.5% | +55.0% | -10.7% |
| YTD | -39.2% | -26.4% | -12.8% | -37.6% |
| 1Y | -33.9% | -49.5% | +15.7% | -32.3% |
| 3Y | +933.3% | -14.5% | +947.7% | +1,022.3% |
| All | +1,340.6% | -13.4% | +1,354.1% | +1,494.9% |
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