+506.6%
APP vs IRM
+260.9%
+245.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.5% | -3.5% |
| 7D | +61.1% | -5.1% | +66.2% | +62.6% |
| 30D | +42.8% | -3.3% | +46.0% | +42.5% |
| 3M | +16.7% | -8.2% | +24.8% | +19.4% |
| 6M | -15.6% | -12.8% | -2.8% | -11.2% |
| YTD | -41.3% | +36.6% | -77.9% | -56.0% |
| 1Y | -39.3% | +11.9% | -51.2% | -47.6% |
| 3Y | +803.2% | +105.1% | +698.1% | +379.6% |
| 5Y | +313.2% | +182.4% | +130.8% | +80.6% |
| All | +506.6% | +260.9% | +245.7% | +157.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling