+382.3%
APP vs VNQ
+21.1%
+361.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +4.1% |
| 7D | +0.3% | -2.6% | +2.9% | +3.3% |
| 30D | -1.3% | -2.3% | +1.0% | +1.2% |
| 3M | -36.2% | -2.8% | -33.4% | -34.4% |
| 6M | -34.1% | +2.5% | -36.6% | -37.0% |
| YTD | -53.3% | +8.4% | -61.8% | -58.6% |
| 1Y | -44.5% | +6.8% | -51.3% | -49.9% |
| 3Y | +646.7% | +29.9% | +616.7% | +418.1% |
| 5Y | +306.4% | +7.2% | +299.2% | +277.0% |
| All | +382.3% | +21.1% | +361.2% | +306.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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