+261.6%
APP vs IR
+42.7%
+218.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.8% | +33.8% | +32.9% |
| 7D | +39.7% | +2.3% | +37.4% | +36.8% |
| 30D | +27.7% | +3.3% | +24.4% | +23.6% |
| 3M | -14.8% | -9.0% | -5.7% | -9.8% |
| 6M | -25.5% | +8.0% | -33.5% | -31.4% |
| YTD | -47.2% | +3.4% | -50.5% | -51.3% |
| 1Y | -42.3% | +4.5% | -46.8% | -47.5% |
| 3Y | +806.8% | +25.6% | +781.2% | +537.4% |
| 5Y | +261.6% | +43.8% | +217.8% | +106.0% |
| All | +261.6% | +42.7% | +218.9% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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