-42.8%
APP vs IP
+12.9%
-55.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.5% | +9.2% | +10.3% |
| 7D | +4.5% | +3.4% | +1.1% | +3.2% |
| 30D | -3.6% | +11.2% | -14.9% | -6.9% |
| 3M | -35.3% | -14.8% | -20.5% | -33.4% |
| 6M | -42.8% | +17.3% | -60.1% | -42.1% |
| All | -42.8% | +12.9% | -55.7% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 6mo: compounded portfolio wealth divided by compounded IP 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…
6mo analysis · Full analysis span regression · 6 months rolling