+892.4%
APP vs IRM
+90.1%
+802.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.0% | +8.9% | +9.5% |
| 7D | +71.2% | -8.6% | +79.8% | +74.7% |
| 30D | +39.1% | -8.0% | +47.1% | +41.4% |
| 3M | +16.5% | -12.0% | +28.5% | +20.6% |
| 6M | -16.6% | -18.2% | +1.6% | -10.7% |
| YTD | -41.9% | +31.4% | -73.3% | -54.9% |
| 1Y | -37.0% | +9.2% | -46.2% | -44.5% |
| 3Y | +892.4% | +94.6% | +797.9% | +487.5% |
| All | +892.4% | +90.1% | +802.4% | +487.5% |
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