+527.5%
APP vs ITW
+47.5%
+480.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.8% |
| 7D | +4.6% | +2.3% | +2.2% | +3.3% |
| 30D | +56.0% | +6.7% | +49.3% | +49.6% |
| 3M | +30.8% | -0.5% | +31.4% | +30.4% |
| 6M | -9.8% | +16.4% | -26.2% | -18.7% |
| YTD | -39.3% | +19.0% | -58.2% | -47.6% |
| 1Y | -26.4% | +20.2% | -46.7% | -37.4% |
| 3Y | +887.9% | +33.1% | +854.8% | +639.4% |
| 5Y | +264.1% | +35.7% | +228.4% | +120.1% |
| All | +527.5% | +47.5% | +480.0% | +269.4% |
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