+500.0%
APP vs IAG
+468.5%
+31.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +7.2% | +2.7% | +8.3% |
| 7D | +71.2% | +21.4% | +49.8% | +64.4% |
| 30D | +39.1% | +4.0% | +35.0% | +38.0% |
| 3M | +16.5% | +17.0% | -0.5% | +12.0% |
| 6M | -16.6% | +1.4% | -18.0% | -18.0% |
| YTD | -41.9% | +13.8% | -55.7% | -44.3% |
| 1Y | -37.0% | +55.8% | -92.9% | -43.2% |
| 3Y | +892.4% | +647.4% | +245.0% | +555.6% |
| 5Y | +297.3% | +519.1% | -221.8% | +141.4% |
| All | +500.0% | +468.5% | +31.5% | +283.3% |
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