-55.4%
APP vs IT
-17.9%
-37.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.5% | +9.2% | +10.4% |
| 7D | +4.5% | -5.5% | +10.0% | +4.9% |
| 30D | -3.6% | +10.3% | -14.0% | -7.2% |
| 3M | -35.3% | +11.5% | -46.8% | -38.1% |
| 6M | -42.8% | +40.3% | -83.1% | -49.4% |
| YTD | -59.7% | -17.9% | -41.8% | -63.2% |
| 1Y | -55.4% | -8.8% | -46.6% | -57.7% |
| All | -55.4% | -17.9% | -37.5% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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