+653.5%
APP vs IBM
+74.2%
+579.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +0.9% | -0.3% | +1.2% | +1.0% |
| 30D | -23.3% | +0.3% | -23.6% | -23.3% |
| 3M | -42.6% | -21.6% | -21.0% | -37.0% |
| 6M | -33.6% | -4.7% | -28.9% | -36.6% |
| YTD | -52.4% | -19.1% | -33.3% | -49.4% |
| 1Y | -35.9% | -2.5% | -33.4% | -39.5% |
| All | +653.5% | +74.2% | +579.4% | +440.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling