+506.6%
APP vs Z
-79.1%
+585.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.5% | +2.0% | -0.1% |
| 7D | +61.1% | -6.5% | +67.6% | +64.1% |
| 30D | +42.8% | -0.1% | +42.9% | +37.6% |
| 3M | +16.7% | -14.1% | +30.8% | +22.1% |
| 6M | -15.6% | -30.1% | +14.5% | +0.9% |
| YTD | -41.3% | -57.5% | +16.2% | -3.2% |
| 1Y | -39.3% | -60.3% | +21.1% | +3.7% |
| 3Y | +803.2% | -21.0% | +824.2% | +834.1% |
| 5Y | +313.2% | -54.9% | +368.1% | +436.4% |
| All | +506.6% | -79.1% | +585.7% | +844.3% |
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