-33.6%
APP vs GLW
+2.5%
-36.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.7% | -3.5% | +2.1% |
| 7D | +0.9% | +3.8% | -2.9% | +0.8% |
| 30D | -23.3% | -1.3% | -21.9% | -23.3% |
| 3M | -42.6% | -21.8% | -20.8% | -43.4% |
| 6M | -33.6% | +6.9% | -40.5% | -34.3% |
| All | -33.6% | +2.5% | -36.1% | -34.3% |
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