+506.6%
APP vs IT
-0.3%
+507.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.0% |
| 7D | +61.1% | -7.5% | +68.6% | +65.7% |
| 30D | +42.8% | -1.2% | +43.9% | +39.4% |
| 3M | +16.7% | -2.2% | +18.9% | +13.2% |
| 6M | -15.6% | +19.1% | -34.7% | -29.0% |
| YTD | -41.3% | -25.1% | -16.2% | -36.2% |
| 1Y | -39.3% | -17.4% | -21.9% | -38.4% |
| 3Y | +803.2% | -54.1% | +857.3% | +1,243.2% |
| 5Y | +313.2% | -42.7% | +355.8% | +361.5% |
| All | +506.6% | -0.3% | +507.0% | +645.8% |
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