+528.8%
APP vs IBM
+139.2%
+389.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.3% | +4.6% |
| 7D | +79.2% | -2.5% | +81.7% | +80.7% |
| 30D | +48.0% | +8.4% | +39.6% | +41.5% |
| 3M | +18.2% | +4.5% | +13.8% | +14.8% |
| 6M | -12.5% | +7.9% | -20.4% | -22.1% |
| YTD | -39.2% | -15.2% | -23.9% | -37.2% |
| 1Y | -33.9% | -17.6% | -16.3% | -30.7% |
| 3Y | +933.3% | +82.1% | +851.2% | +624.5% |
| 5Y | +295.9% | +143.3% | +152.5% | +163.8% |
| All | +528.8% | +139.2% | +389.6% | +292.2% |
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