+520.8%
APP vs Z
-78.8%
+599.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.7% | +1.3% |
| 7D | +48.9% | -13.1% | +62.0% | +58.8% |
| 30D | +49.4% | +5.9% | +43.6% | +38.8% |
| 3M | +27.0% | -13.7% | +40.7% | +32.6% |
| 6M | -15.4% | -27.1% | +11.7% | -1.5% |
| YTD | -39.9% | -56.8% | +16.9% | -2.0% |
| 1Y | -32.0% | -60.2% | +28.3% | +16.1% |
| 3Y | +824.3% | -19.7% | +844.0% | +846.2% |
| 5Y | +252.4% | -53.7% | +306.1% | +351.9% |
| All | +520.8% | -78.8% | +599.6% | +856.5% |
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