-19.8%
APP vs ITW
+14.9%
-34.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.1% | -3.0% |
| 7D | +10.6% | +0.5% | +10.1% | +10.7% |
| 30D | +44.6% | +7.7% | +36.9% | +43.9% |
| 3M | +29.6% | -1.3% | +30.9% | +28.2% |
| 6M | -19.8% | +15.5% | -35.3% | -13.8% |
| All | -19.8% | +14.9% | -34.6% | -13.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling