+506.6%
APP vs MO
+125.1%
+381.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.4% |
| 7D | +61.1% | -0.8% | +61.9% | +60.9% |
| 30D | +42.8% | +6.5% | +36.3% | +44.5% |
| 3M | +16.7% | +18.3% | -1.7% | +20.2% |
| 6M | -15.6% | +15.6% | -31.1% | -13.3% |
| YTD | -41.3% | +38.8% | -80.1% | -38.4% |
| 1Y | -39.3% | +41.6% | -80.9% | -36.2% |
| 3Y | +803.2% | +138.2% | +665.0% | +821.8% |
| 5Y | +313.2% | +150.5% | +162.7% | +337.3% |
| All | +506.6% | +125.1% | +381.5% | +547.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling