+506.6%
APP vs V
+96.8%
+409.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.7% |
| 7D | +61.1% | +0.6% | +60.5% | +59.3% |
| 30D | +42.8% | +9.7% | +33.0% | +30.9% |
| 3M | +16.7% | +17.3% | -0.6% | +1.0% |
| 6M | -15.6% | +33.2% | -48.8% | -35.1% |
| YTD | -41.3% | +21.3% | -62.6% | -51.1% |
| 1Y | -39.3% | +27.3% | -66.6% | -51.7% |
| 3Y | +803.2% | +76.1% | +727.1% | +437.1% |
| 5Y | +313.2% | +103.5% | +209.7% | +115.2% |
| All | +506.6% | +96.8% | +409.8% | +200.7% |
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