+520.8%
APP vs ITW
+48.1%
+472.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.2% |
| 7D | +48.9% | -1.6% | +50.6% | +49.6% |
| 30D | +49.4% | +8.9% | +40.5% | +41.6% |
| 3M | +27.0% | -0.9% | +27.9% | +26.8% |
| 6M | -15.4% | +16.0% | -31.4% | -23.5% |
| YTD | -39.9% | +19.4% | -59.4% | -48.3% |
| 1Y | -32.0% | +20.7% | -52.6% | -42.2% |
| 3Y | +824.3% | +33.4% | +790.9% | +591.3% |
| 5Y | +252.4% | +39.1% | +213.3% | +113.6% |
| All | +520.8% | +48.1% | +472.7% | +264.6% |
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