-55.4%
APP vs IRM
+19.5%
-74.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.7% | +9.0% | +10.3% |
| 7D | +4.5% | +2.6% | +1.9% | +4.1% |
| 30D | -3.6% | +5.6% | -9.3% | -4.6% |
| 3M | -35.3% | -4.7% | -30.5% | -34.5% |
| 6M | -42.8% | -6.1% | -36.7% | -42.3% |
| YTD | -59.7% | +46.3% | -106.0% | -65.0% |
| 1Y | -55.4% | +18.7% | -74.1% | -58.0% |
| All | -55.4% | +19.5% | -74.8% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 1y: compounded portfolio wealth divided by compounded IRM 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…
1y analysis · Full analysis span regression · 6 months rolling