+333.0%
APP vs HWM
+743.6%
-410.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.5% |
| 7D | +0.9% | -2.1% | +3.0% | +1.8% |
| 30D | -23.3% | -11.0% | -12.3% | -18.1% |
| 3M | -42.6% | +4.0% | -46.7% | -44.9% |
| 6M | -33.6% | -0.2% | -33.4% | -35.3% |
| YTD | -52.4% | +26.7% | -79.1% | -61.2% |
| 1Y | -35.9% | +44.7% | -80.6% | -52.5% |
| 3Y | +642.2% | +426.1% | +216.1% | +132.3% |
| All | +333.0% | +743.6% | -410.7% | +0.7% |
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