+528.8%
APP vs V
+96.4%
+432.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.9% |
| 7D | +79.2% | -0.8% | +79.9% | +79.1% |
| 30D | +48.0% | +9.5% | +38.5% | +35.9% |
| 3M | +18.2% | +16.7% | +1.5% | +2.8% |
| 6M | -12.5% | +32.9% | -45.4% | -32.7% |
| YTD | -39.2% | +21.1% | -60.2% | -49.2% |
| 1Y | -33.9% | +26.6% | -60.5% | -47.2% |
| 3Y | +933.3% | +78.4% | +854.9% | +507.9% |
| 5Y | +295.9% | +105.5% | +190.4% | +106.0% |
| All | +528.8% | +96.4% | +432.4% | +212.2% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 V 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