+391.7%
APP vs GM
+54.0%
+337.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.8% |
| 7D | +0.9% | +1.9% | -1.1% | -0.2% |
| 30D | -23.3% | -1.4% | -21.9% | -22.6% |
| 3M | -42.6% | +5.9% | -48.5% | -44.3% |
| 6M | -33.6% | +12.4% | -46.0% | -37.8% |
| YTD | -52.4% | +8.6% | -61.1% | -54.9% |
| 1Y | -35.9% | +52.6% | -88.5% | -49.6% |
| 3Y | +642.2% | +169.7% | +472.6% | +307.2% |
| 5Y | +311.1% | +87.5% | +223.5% | +169.3% |
| All | +391.7% | +54.0% | +337.6% | +219.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling