+527.5%
APP vs Z
-78.5%
+606.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.5% | +0.4% | +1.8% |
| 7D | +4.6% | +0.8% | +3.7% | +4.1% |
| 30D | +56.0% | +5.2% | +50.8% | +45.7% |
| 3M | +30.8% | -17.0% | +47.9% | +40.5% |
| 6M | -9.8% | -22.7% | +12.9% | +1.0% |
| YTD | -39.3% | -56.3% | +17.0% | -1.6% |
| 1Y | -26.4% | -57.7% | +31.2% | +20.5% |
| 3Y | +887.9% | -16.5% | +904.5% | +886.1% |
| 5Y | +264.1% | -53.4% | +317.5% | +364.4% |
| All | +527.5% | -78.5% | +606.0% | +860.5% |
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