-25.5%
APP vs GLW
-36.9%
+11.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -12.9% | +44.0% | +29.9% |
| 7D | +39.7% | -19.7% | +59.4% | +38.7% |
| 30D | +27.7% | -38.8% | +66.5% | +27.3% |
| 3M | -14.8% | -33.9% | +19.1% | -15.4% |
| 6M | -25.5% | -36.0% | +10.5% | -23.6% |
| All | -25.5% | -36.9% | +11.4% | -23.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling