+803.3%
APP vs IAG
+573.1%
+230.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +0.2% | +30.9% | +31.0% |
| 7D | +39.7% | +4.5% | +35.2% | +38.1% |
| 30D | +27.7% | -5.7% | +33.4% | +29.8% |
| 3M | -14.8% | +10.1% | -24.9% | -18.0% |
| 6M | -25.5% | +7.3% | -32.8% | -29.0% |
| YTD | -47.2% | +6.1% | -53.3% | -49.3% |
| 1Y | -42.3% | +46.8% | -89.1% | -49.3% |
| All | +803.3% | +573.1% | +230.3% | +355.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling