-26.4%
APP vs IBM
-18.7%
-7.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.0% | +2.9% | +3.6% |
| 7D | +4.6% | +1.6% | +3.0% | +4.0% |
| 30D | +56.0% | +9.2% | +46.8% | +50.0% |
| 3M | +30.8% | +4.9% | +25.9% | +27.6% |
| 6M | -9.8% | +16.8% | -26.6% | -26.6% |
| YTD | -39.3% | -14.3% | -25.0% | -38.0% |
| 1Y | -26.4% | -16.7% | -9.7% | -23.5% |
| All | -26.4% | -18.7% | -7.7% | -23.5% |
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