-37.1%
APP vs IBM
-18.2%
-18.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.3% | +4.6% |
| 7D | +79.2% | -2.5% | +81.7% | +80.3% |
| 30D | +48.0% | +8.4% | +39.6% | +42.7% |
| 3M | +18.2% | +4.5% | +13.8% | +15.4% |
| 6M | -12.5% | +7.9% | -20.4% | -24.2% |
| YTD | -39.2% | -15.2% | -23.9% | -38.1% |
| All | -37.1% | -18.2% | -18.9% | -34.4% |
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