-29.2%
APP vs IRE
-97.2%
+68.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +39.6% | -29.7% | +6.6% |
| 7D | +71.2% | -27.2% | +98.4% | +72.0% |
| 30D | +39.1% | -75.1% | +114.2% | +53.9% |
| 3M | +16.5% | -77.9% | +94.4% | +27.4% |
| 6M | -16.6% | -94.6% | +78.0% | +0.5% |
| YTD | -41.9% | -91.5% | +49.6% | -37.5% |
| 1Y | -37.0% | -97.8% | +60.8% | -25.5% |
| All | -29.2% | -97.2% | +68.0% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 3y: compounded portfolio wealth divided by compounded IRE 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…
3y analysis · Full analysis span regression · 6 months rolling