+333.0%
APP vs IR
+45.6%
+287.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +1.0% | +1.3% |
| 7D | +0.9% | -2.8% | +3.7% | +2.9% |
| 30D | -23.3% | -15.1% | -8.1% | -13.7% |
| 3M | -42.6% | +6.1% | -48.7% | -45.8% |
| 6M | -33.6% | -16.8% | -16.8% | -25.8% |
| YTD | -52.4% | -3.5% | -48.9% | -53.4% |
| 1Y | -35.9% | -3.5% | -32.4% | -38.0% |
| 3Y | +642.2% | +9.5% | +632.7% | +491.8% |
| All | +333.0% | +45.6% | +287.3% | +142.4% |
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