+446.2%
APP vs IBM
+140.2%
+306.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.8% | +33.9% | +32.4% |
| 7D | +39.7% | -4.3% | +44.0% | +42.2% |
| 30D | +27.7% | +11.7% | +16.1% | +20.4% |
| 3M | -14.8% | +5.5% | -20.3% | -17.5% |
| 6M | -25.5% | +9.5% | -35.0% | -34.2% |
| YTD | -47.2% | -14.9% | -32.3% | -45.6% |
| 1Y | -42.3% | -17.4% | -24.9% | -39.6% |
| 3Y | +806.8% | +83.3% | +723.5% | +534.0% |
| 5Y | +261.6% | +142.1% | +119.6% | +140.2% |
| All | +446.2% | +140.2% | +306.0% | +240.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling