+528.8%
APP vs GM
+57.3%
+471.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.1% | +0.7% | +2.8% |
| 7D | +79.2% | -0.3% | +79.5% | +78.4% |
| 30D | +48.0% | +8.4% | +39.6% | +40.5% |
| 3M | +18.2% | +2.6% | +15.6% | +15.1% |
| 6M | -12.5% | +14.3% | -26.7% | -19.2% |
| YTD | -39.2% | +11.0% | -50.1% | -43.6% |
| 1Y | -33.9% | +27.8% | -61.7% | -43.1% |
| 3Y | +933.3% | +246.7% | +686.6% | +387.7% |
| 5Y | +295.9% | +59.6% | +236.3% | +158.5% |
| All | +528.8% | +57.3% | +471.5% | +299.0% |
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