+391.7%
APP vs IAG
+520.6%
-128.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +2.7% |
| 7D | +0.9% | -0.5% | +1.4% | +0.9% |
| 30D | -23.3% | +28.9% | -52.2% | -27.7% |
| 3M | -42.6% | +19.1% | -61.8% | -45.3% |
| 6M | -33.6% | -10.3% | -23.4% | -33.4% |
| YTD | -52.4% | +24.2% | -76.6% | -55.1% |
| 1Y | -35.9% | +116.5% | -152.4% | -46.0% |
| 3Y | +642.2% | +742.8% | -100.6% | +379.6% |
| 5Y | +311.1% | +753.3% | -442.3% | +145.9% |
| All | +391.7% | +520.6% | -128.9% | +208.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling