-35.9%
APP vs GWRE
-25.4%
-10.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -19.9% | +22.2% | +6.9% |
| 7D | +0.9% | -21.1% | +22.0% | +5.9% |
| 30D | -23.3% | +1.3% | -24.6% | -25.4% |
| 3M | -42.6% | +7.4% | -50.1% | -46.0% |
| 6M | -33.6% | +5.6% | -39.2% | -38.1% |
| YTD | -52.4% | -19.2% | -33.2% | -57.7% |
| 1Y | -35.9% | -25.1% | -10.7% | -43.8% |
| All | -35.9% | -25.4% | -10.5% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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