+316.8%
APP vs IP
-14.4%
+331.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.5% | +9.2% | +10.2% |
| 7D | +4.5% | +3.4% | +1.1% | +3.3% |
| 30D | -3.6% | +11.2% | -14.9% | -6.9% |
| 3M | -35.3% | -14.8% | -20.5% | -32.2% |
| 6M | -42.8% | +17.3% | -60.1% | -45.9% |
| YTD | -59.7% | -6.2% | -53.5% | -60.1% |
| 1Y | -55.4% | +2.3% | -57.7% | -57.5% |
| 3Y | +592.0% | +17.7% | +574.3% | +490.2% |
| 5Y | +175.7% | -8.4% | +184.2% | +152.7% |
| All | +316.8% | -14.4% | +331.2% | +281.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling