+892.4%
APP vs V
+77.2%
+815.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | 0.0% | +9.8% | +9.9% |
| 7D | +71.2% | +2.2% | +69.0% | +67.2% |
| 30D | +39.1% | +13.6% | +25.5% | +25.2% |
| 3M | +16.5% | +14.3% | +2.3% | +4.3% |
| 6M | -16.6% | +33.1% | -49.7% | -34.4% |
| YTD | -41.9% | +21.2% | -63.2% | -50.7% |
| 1Y | -37.0% | +26.4% | -63.5% | -48.5% |
| 3Y | +892.4% | +77.6% | +814.9% | +416.9% |
| All | +892.4% | +77.2% | +815.2% | +416.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling