+333.0%
APP vs V
+71.8%
+261.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +3.1% |
| 7D | +0.9% | -1.7% | +2.6% | +2.4% |
| 30D | -23.3% | +2.0% | -25.2% | -24.9% |
| 3M | -42.6% | +17.4% | -60.0% | -50.9% |
| 6M | -33.6% | +17.5% | -51.1% | -43.4% |
| YTD | -52.4% | +7.6% | -60.0% | -55.9% |
| 1Y | -35.9% | +7.7% | -43.6% | -41.1% |
| 3Y | +642.2% | +54.7% | +587.6% | +385.1% |
| All | +333.0% | +71.8% | +261.1% | +144.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling