-35.6%
APP vs IRE
-98.0%
+62.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -33.9% | +65.0% | +33.6% |
| 7D | +39.7% | -57.1% | +96.8% | +47.6% |
| 30D | +27.7% | -84.4% | +112.2% | +47.5% |
| 3M | -14.8% | -85.0% | +70.2% | -3.3% |
| 6M | -25.5% | -95.2% | +69.7% | -10.3% |
| YTD | -47.2% | -93.9% | +46.8% | -41.3% |
| 1Y | -42.3% | -98.8% | +56.5% | -28.1% |
| All | -35.6% | -98.0% | +62.5% | -24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling