+503.8%
APP vs IT
+0.7%
+503.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.2% |
| 7D | +10.6% | -3.7% | +14.2% | +12.2% |
| 30D | +44.6% | -3.1% | +47.7% | +42.7% |
| 3M | +29.6% | +6.3% | +23.3% | +20.4% |
| 6M | -19.8% | +24.8% | -44.5% | -34.3% |
| YTD | -41.6% | -24.4% | -17.2% | -36.8% |
| 1Y | -32.7% | -17.1% | -15.6% | -31.7% |
| 3Y | +799.0% | -53.6% | +852.7% | +1,231.2% |
| 5Y | +250.4% | -42.5% | +292.9% | +289.6% |
| All | +503.8% | +0.7% | +503.1% | +639.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling