+391.7%
APP vs VNQ
+23.6%
+368.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +3.0% |
| 7D | +0.9% | -1.3% | +2.1% | +2.3% |
| 30D | -23.3% | -2.9% | -20.3% | -20.5% |
| 3M | -42.6% | +0.8% | -43.4% | -43.6% |
| 6M | -33.6% | +2.5% | -36.1% | -36.4% |
| YTD | -52.4% | +10.6% | -63.1% | -58.7% |
| 1Y | -35.9% | +9.1% | -45.0% | -43.6% |
| 3Y | +642.2% | +31.0% | +611.2% | +411.8% |
| 5Y | +311.1% | +4.9% | +306.2% | +274.9% |
| All | +391.7% | +23.6% | +368.1% | +305.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling