+527.5%
APP vs WY
-32.1%
+559.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.7% | +2.2% | +3.0% |
| 7D | +4.6% | -0.8% | +5.4% | +5.1% |
| 30D | +56.0% | +10.1% | +45.9% | +46.6% |
| 3M | +30.8% | -15.4% | +46.2% | +42.8% |
| 6M | -9.8% | -8.3% | -1.5% | -7.2% |
| YTD | -39.3% | -9.8% | -29.5% | -38.3% |
| 1Y | -26.4% | -3.9% | -22.6% | -28.9% |
| 3Y | +887.9% | -23.3% | +911.2% | +962.1% |
| 5Y | +264.1% | -31.2% | +295.3% | +373.1% |
| All | +527.5% | -32.1% | +559.5% | +708.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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