+850.7%
APP vs IRM
+113.6%
+737.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.7% | -3.5% |
| 7D | +10.6% | +8.6% | +1.9% | +7.1% |
| 30D | +44.6% | 0.0% | +44.6% | +42.2% |
| 3M | +29.6% | -7.1% | +36.8% | +31.9% |
| 6M | -19.8% | -7.9% | -11.9% | -18.3% |
| YTD | -41.6% | +41.3% | -82.9% | -55.8% |
| 1Y | -32.7% | +20.7% | -53.4% | -43.3% |
| All | +850.7% | +113.6% | +737.1% | +439.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling