+391.7%
APP vs ITW
+37.6%
+354.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.6% |
| 7D | +0.9% | -3.6% | +4.4% | +3.0% |
| 30D | -23.3% | -9.1% | -14.1% | -18.8% |
| 3M | -42.6% | +8.2% | -50.9% | -45.7% |
| 6M | -33.6% | -4.8% | -28.8% | -32.2% |
| YTD | -52.4% | +11.0% | -63.5% | -57.1% |
| 1Y | -35.9% | +4.2% | -40.1% | -39.8% |
| 3Y | +642.2% | +17.3% | +624.9% | +512.2% |
| 5Y | +311.1% | +33.0% | +278.1% | +154.6% |
| All | +391.7% | +37.6% | +354.0% | +203.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling