-32.7%
APP vs GM
+22.2%
-54.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.0% | +0.2% | -1.8% |
| 7D | +10.6% | -3.4% | +14.0% | +11.6% |
| 30D | +44.6% | +2.7% | +41.9% | +41.1% |
| 3M | +29.6% | -0.4% | +30.0% | +28.0% |
| 6M | -19.8% | +13.3% | -33.1% | -23.8% |
| YTD | -41.6% | +6.8% | -48.3% | -43.5% |
| 1Y | -32.7% | +21.1% | -53.8% | -36.2% |
| All | -32.7% | +22.2% | -54.9% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 1y: compounded portfolio wealth divided by compounded GM 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…
1y analysis · Full analysis span regression · 6 months rolling