+1,012.5%
NVDA vs APP
+485.7%
+526.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.8% | -9.1% | -5.5% |
| 7D | -11.6% | +79.2% | -90.7% | -25.7% |
| 30D | -22.1% | +48.0% | -70.1% | -31.3% |
| 3M | -20.1% | +18.2% | -38.4% | -25.6% |
| 6M | -16.8% | -12.5% | -4.3% | -17.9% |
| YTD | -4.0% | -39.2% | +35.2% | +1.1% |
| 1Y | -4.8% | -33.9% | +29.1% | -2.5% |
| 3Y | +281.7% | +933.3% | -651.6% | +48.0% |
| 5Y | +485.4% | +295.9% | +189.5% | +170.9% |
| All | +1,012.5% | +485.7% | +526.8% | +348.1% |
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