+500.0%
APP vs Z
-78.7%
+578.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.4% | +12.3% | +11.4% |
| 7D | +71.2% | -4.6% | +75.8% | +71.5% |
| 30D | +39.1% | +8.3% | +30.8% | +26.9% |
| 3M | +16.5% | -11.6% | +28.2% | +19.7% |
| 6M | -16.6% | -33.6% | +17.1% | +3.3% |
| YTD | -41.9% | -56.7% | +14.7% | -5.4% |
| 1Y | -37.0% | -59.1% | +22.1% | +5.5% |
| 3Y | +892.4% | -20.4% | +912.8% | +921.9% |
| 5Y | +297.3% | -55.3% | +352.6% | +413.6% |
| All | +500.0% | -78.7% | +578.7% | +822.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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