+640.8%
APP vs GM
+171.2%
+469.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.4% | -1.7% |
| 7D | +0.1% | +0.4% | -0.3% | -0.1% |
| 30D | -10.0% | -1.8% | -8.2% | -9.4% |
| 3M | -44.6% | +2.6% | -47.3% | -45.1% |
| 6M | -37.9% | +14.6% | -52.4% | -41.2% |
| YTD | -53.7% | +6.2% | -59.9% | -55.0% |
| 1Y | -43.0% | +48.7% | -91.6% | -51.8% |
| 3Y | +640.8% | +168.3% | +472.4% | +396.7% |
| All | +640.8% | +171.2% | +469.6% | +396.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling