+500.0%
APP vs IBM
+138.1%
+361.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.9% | +10.7% | +10.3% |
| 7D | +71.2% | -5.0% | +76.2% | +74.8% |
| 30D | +39.1% | +11.1% | +28.0% | +31.3% |
| 3M | +16.5% | +5.7% | +10.8% | +12.5% |
| 6M | -16.6% | +10.1% | -26.7% | -26.7% |
| YTD | -41.9% | -15.6% | -26.3% | -40.0% |
| 1Y | -37.0% | -19.5% | -17.5% | -33.2% |
| 3Y | +892.4% | +80.4% | +812.0% | +598.9% |
| 5Y | +297.3% | +140.0% | +157.3% | +164.9% |
| All | +500.0% | +138.1% | +361.9% | +275.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling