+528.8%
APP vs Z
-77.9%
+606.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.8% | +1.0% | +2.5% |
| 7D | +79.2% | -5.2% | +84.3% | +80.7% |
| 30D | +48.0% | +5.7% | +42.3% | +37.8% |
| 3M | +18.2% | -8.7% | +27.0% | +19.1% |
| 6M | -12.5% | -26.0% | +13.5% | +1.0% |
| YTD | -39.2% | -55.0% | +15.9% | -3.1% |
| 1Y | -33.9% | -58.0% | +24.1% | +9.0% |
| 3Y | +933.3% | -15.2% | +948.4% | +923.0% |
| 5Y | +295.9% | -53.8% | +349.7% | +401.3% |
| All | +528.8% | -77.9% | +606.7% | +845.6% |
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