+367.9%
APP vs ITW
+34.5%
+333.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.2% |
| 7D | -4.4% | -1.9% | -2.5% | -3.3% |
| 30D | -10.0% | -10.4% | +0.4% | -4.2% |
| 3M | -41.4% | +3.5% | -45.0% | -43.0% |
| 6M | -41.0% | -3.4% | -37.7% | -40.4% |
| YTD | -54.7% | +8.5% | -63.2% | -58.6% |
| 1Y | -45.3% | +3.2% | -48.6% | -48.5% |
| 3Y | +624.3% | +18.9% | +605.4% | +485.9% |
| 5Y | +329.1% | +35.0% | +294.1% | +176.1% |
| All | +367.9% | +34.5% | +333.4% | +192.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling