+528.8%
APP vs IT
+0.8%
+528.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.3% | +4.6% |
| 7D | +79.2% | -18.8% | +98.0% | +93.8% |
| 30D | +48.0% | -0.1% | +48.1% | +43.7% |
| 3M | +18.2% | +2.9% | +15.3% | +11.7% |
| 6M | -12.5% | +20.4% | -32.9% | -26.8% |
| YTD | -39.2% | -24.3% | -14.9% | -34.2% |
| 1Y | -33.9% | -17.2% | -16.7% | -32.9% |
| 3Y | +933.3% | -52.4% | +985.7% | +1,399.2% |
| 5Y | +295.9% | -43.7% | +339.6% | +340.0% |
| All | +528.8% | +0.8% | +528.1% | +669.3% |
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