-32.0%
APP vs IAG
+34.9%
-66.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.8% | +3.2% |
| 7D | +48.9% | +3.4% | +45.5% | +47.3% |
| 30D | +49.4% | -2.7% | +52.1% | +50.4% |
| 3M | +27.0% | -0.5% | +27.5% | +25.4% |
| 6M | -15.4% | -4.8% | -10.5% | -15.9% |
| YTD | -39.9% | +9.6% | -49.5% | -43.5% |
| 1Y | -32.0% | +32.2% | -64.1% | -41.4% |
| All | -32.0% | +34.9% | -66.8% | -41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling