-35.9%
APP vs ITW
+5.8%
-41.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.0% |
| 7D | +0.9% | -3.6% | +4.4% | -0.6% |
| 30D | -23.3% | -9.1% | -14.1% | -26.3% |
| 3M | -42.6% | +8.2% | -50.9% | -39.4% |
| 6M | -33.6% | -4.8% | -28.8% | -35.6% |
| YTD | -52.4% | +11.0% | -63.5% | -48.7% |
| 1Y | -35.9% | +4.2% | -40.1% | -28.8% |
| All | -35.9% | +5.8% | -41.7% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1y: compounded portfolio wealth divided by compounded ITW 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…
1y analysis · Full analysis span regression · 6 months rolling