+446.2%
APP vs V
+96.6%
+349.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -3.2% | +34.2% | +33.6% |
| 7D | +39.7% | +2.9% | +36.8% | +35.3% |
| 30D | +27.7% | +14.0% | +13.7% | +13.4% |
| 3M | -14.8% | +14.9% | -29.6% | -25.1% |
| 6M | -25.5% | +31.7% | -57.3% | -42.2% |
| YTD | -47.2% | +21.2% | -68.4% | -55.9% |
| 1Y | -42.3% | +25.3% | -67.6% | -53.4% |
| 3Y | +806.8% | +77.5% | +729.3% | +436.0% |
| 5Y | +261.6% | +102.6% | +159.1% | +88.4% |
| All | +446.2% | +96.6% | +349.6% | +171.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling