-37.0%
APP vs IRM
+10.1%
-47.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.0% | +8.9% | +9.9% |
| 7D | +71.2% | -8.6% | +79.8% | +69.4% |
| 30D | +39.1% | -8.0% | +47.1% | +37.4% |
| 3M | +16.5% | -12.0% | +28.5% | +16.0% |
| 6M | -16.6% | -18.2% | +1.6% | -15.9% |
| YTD | -41.9% | +31.4% | -73.3% | -50.4% |
| 1Y | -37.0% | +9.2% | -46.2% | -41.6% |
| All | -37.0% | +10.1% | -47.1% | -41.6% |
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