+528.8%
APP vs IAG
+501.2%
+27.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.8% | -1.0% | +3.5% |
| 7D | +79.2% | +24.0% | +55.2% | +71.2% |
| 30D | +48.0% | +5.5% | +42.5% | +46.3% |
| 3M | +18.2% | +8.3% | +9.9% | +15.6% |
| 6M | -12.5% | +6.1% | -18.6% | -14.8% |
| YTD | -39.2% | +20.3% | -59.5% | -42.4% |
| 1Y | -33.9% | +56.5% | -90.3% | -40.5% |
| 3Y | +933.3% | +762.6% | +170.7% | +567.4% |
| 5Y | +295.9% | +546.3% | -250.4% | +137.7% |
| All | +528.8% | +501.2% | +27.6% | +296.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling