+500.0%
APP vs IT
+0.3%
+499.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -4.0% | +13.9% | +11.6% |
| 7D | +71.2% | -16.9% | +88.1% | +83.0% |
| 30D | +39.1% | +2.3% | +36.7% | +33.3% |
| 3M | +16.5% | +2.9% | +13.7% | +10.1% |
| 6M | -16.6% | +25.9% | -42.4% | -32.1% |
| YTD | -41.9% | -24.6% | -17.3% | -37.1% |
| 1Y | -37.0% | -16.0% | -21.0% | -36.7% |
| 3Y | +892.4% | -51.6% | +944.0% | +1,316.9% |
| 5Y | +297.3% | -42.6% | +339.9% | +343.0% |
| All | +500.0% | +0.3% | +499.8% | +635.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling