+446.2%
APP vs HWM
+524.7%
-78.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -5.9% | +37.0% | +34.0% |
| 7D | +39.7% | -2.4% | +42.1% | +39.7% |
| 30D | +27.7% | -13.3% | +41.0% | +35.4% |
| 3M | -14.8% | -31.0% | +16.3% | +1.7% |
| 6M | -25.5% | -17.1% | -8.4% | -21.3% |
| YTD | -47.2% | -1.9% | -45.3% | -51.1% |
| 1Y | -42.3% | -2.4% | -39.9% | -46.5% |
| 3Y | +806.8% | +322.2% | +484.6% | +240.0% |
| 5Y | +261.6% | +509.8% | -248.2% | +8.8% |
| All | +446.2% | +524.7% | -78.5% | +61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling