+292.6%
APP vs MO
+147.3%
+145.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.9% | +11.7% | +9.5% |
| 7D | +71.2% | -2.4% | +73.7% | +70.5% |
| 30D | +39.1% | +9.7% | +29.4% | +41.5% |
| 3M | +16.5% | +14.1% | +2.4% | +19.4% |
| 6M | -16.6% | +11.9% | -28.4% | -14.6% |
| YTD | -41.9% | +38.4% | -80.4% | -39.0% |
| 1Y | -37.0% | +41.9% | -78.9% | -33.8% |
| 3Y | +892.4% | +134.5% | +757.9% | +896.3% |
| All | +292.6% | +147.3% | +145.4% | +354.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling