+261.6%
APP vs HWM
+538.5%
-276.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -5.9% | +37.0% | +34.2% |
| 7D | +39.7% | -2.4% | +42.1% | +39.7% |
| 30D | +27.7% | -13.3% | +41.0% | +35.9% |
| 3M | -14.8% | -31.0% | +16.3% | +3.1% |
| 6M | -25.5% | -17.1% | -8.4% | -21.1% |
| YTD | -47.2% | -1.9% | -45.3% | -51.7% |
| 1Y | -42.3% | -2.4% | -39.9% | -47.1% |
| 3Y | +806.8% | +322.2% | +484.6% | +190.7% |
| 5Y | +261.6% | +509.8% | -248.2% | -15.0% |
| All | +261.6% | +538.5% | -276.9% | -15.0% |
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