+951.6%
NVDA vs APP
+465.0%
+486.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.5% | -1.9% | -4.6% |
| 7D | -18.3% | +61.1% | -79.4% | -29.4% |
| 30D | -26.3% | +42.8% | -69.1% | -34.4% |
| 3M | -22.3% | +16.7% | -39.0% | -27.4% |
| 6M | -21.3% | -15.6% | -5.8% | -21.6% |
| YTD | -9.2% | -41.3% | +32.1% | -3.6% |
| 1Y | -14.9% | -39.3% | +24.3% | -10.9% |
| 3Y | +250.5% | +803.2% | -552.7% | +41.7% |
| 5Y | +475.8% | +313.2% | +162.7% | +164.7% |
| All | +951.6% | +465.0% | +486.6% | +327.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APP.
Daily Out/Under-Performance
Portfolio return minus APP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APP 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 APP 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