-39.3%
APP vs MO
+40.9%
-80.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.1% |
| 7D | +61.1% | -0.8% | +61.9% | +60.4% |
| 30D | +42.8% | +6.5% | +36.3% | +48.8% |
| 3M | +16.7% | +18.3% | -1.7% | +30.0% |
| 6M | -15.6% | +15.6% | -31.1% | -4.4% |
| YTD | -41.3% | +38.8% | -80.1% | -18.6% |
| 1Y | -39.3% | +41.6% | -80.9% | -12.3% |
| All | -39.3% | +40.9% | -80.2% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 1y: compounded portfolio wealth divided by compounded MO 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…
1y analysis · Full analysis span regression · 6 months rolling