+295.9%
APP vs HWM
+565.4%
-269.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.1% | -0.3% | +2.1% |
| 7D | +79.2% | +1.6% | +77.6% | +75.8% |
| 30D | +48.0% | -3.9% | +51.9% | +49.2% |
| 3M | +18.2% | -23.2% | +41.5% | +34.7% |
| 6M | -12.5% | -20.0% | +7.5% | -4.0% |
| YTD | -39.2% | +5.7% | -44.9% | -46.5% |
| 1Y | -33.9% | +4.9% | -38.7% | -41.6% |
| 3Y | +933.3% | +347.0% | +586.3% | +222.5% |
| 5Y | +295.9% | +563.0% | -267.1% | -10.3% |
| All | +295.9% | +565.4% | -269.6% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 5y: compounded portfolio wealth divided by compounded HWM 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…
5y analysis · Full analysis span regression · 6 months rolling