+527.5%
APP vs IT
+1.4%
+526.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.7% | +3.2% | +3.6% |
| 7D | +4.6% | +1.1% | +3.5% | +4.1% |
| 30D | +56.0% | -1.8% | +57.9% | +53.0% |
| 3M | +30.8% | +4.8% | +26.0% | +22.5% |
| 6M | -9.8% | +33.0% | -42.8% | -28.9% |
| YTD | -39.3% | -23.8% | -15.5% | -34.5% |
| 1Y | -26.4% | -16.5% | -9.9% | -25.5% |
| 3Y | +887.9% | -53.6% | +941.6% | +1,367.6% |
| 5Y | +264.1% | -42.1% | +306.2% | +303.7% |
| All | +527.5% | +1.4% | +526.1% | +665.9% |
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