-55.4%
APP vs IBM
-13.0%
-42.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.7% | +9.0% | +10.0% |
| 7D | +4.5% | +0.4% | +4.1% | +4.3% |
| 30D | -3.6% | +14.8% | -18.4% | -8.9% |
| 3M | -35.3% | +8.9% | -44.2% | -37.5% |
| 6M | -42.8% | +12.4% | -55.2% | -51.3% |
| YTD | -59.7% | -12.4% | -47.3% | -59.2% |
| 1Y | -55.4% | -13.3% | -42.1% | -54.6% |
| All | -55.4% | -13.0% | -42.3% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 IBM 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