+933.3%
APP vs GLW
+349.1%
+584.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +9.3% | -4.5% | +3.0% |
| 7D | +79.2% | -5.9% | +85.0% | +79.8% |
| 30D | +48.0% | -26.0% | +74.0% | +57.7% |
| 3M | +18.2% | -29.9% | +48.1% | +25.9% |
| 6M | -12.5% | -37.8% | +25.3% | -9.2% |
| YTD | -39.2% | +33.1% | -72.3% | -62.9% |
| 1Y | -33.9% | +36.8% | -70.7% | -60.5% |
| 3Y | +933.3% | +356.1% | +577.2% | +202.5% |
| All | +933.3% | +349.1% | +584.1% | +202.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 3y: compounded portfolio wealth divided by compounded GLW 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…
3y analysis · Full analysis span regression · 6 months rolling