+391.7%
APP vs IT
-1.7%
+393.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.6% | +6.9% | +4.6% |
| 7D | +0.9% | -6.0% | +6.9% | +3.8% |
| 30D | -23.3% | 0.0% | -23.3% | -23.8% |
| 3M | -42.6% | +13.1% | -55.7% | -48.1% |
| 6M | -33.6% | +11.7% | -45.3% | -40.4% |
| YTD | -52.4% | -26.1% | -26.3% | -46.1% |
| 1Y | -35.9% | -21.3% | -14.6% | -32.1% |
| 3Y | +642.2% | -46.7% | +689.0% | +897.2% |
| 5Y | +311.1% | -40.5% | +351.6% | +382.1% |
| All | +391.7% | -1.7% | +393.3% | +530.8% |
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