+333.0%
APP vs IBM
+113.0%
+219.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -23.4% |
| 3M | -42.6% | -21.6% | -21.0% | -36.9% |
| 6M | -33.6% | -4.7% | -28.9% | -36.3% |
| YTD | -52.4% | -19.1% | -33.3% | -49.3% |
| 1Y | -35.9% | -2.5% | -33.4% | -39.3% |
| 3Y | +642.2% | +74.2% | +568.1% | +412.1% |
| All | +333.0% | +113.0% | +219.9% | +175.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling