-39.3%
APP vs MTB
+22.1%
-61.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.6% | -3.4% |
| 7D | +61.1% | -0.7% | +61.8% | +60.9% |
| 30D | +42.8% | +1.4% | +41.3% | +41.7% |
| 3M | +16.7% | -11.6% | +28.3% | +20.2% |
| 6M | -15.6% | +5.4% | -21.0% | -16.9% |
| YTD | -41.3% | +11.7% | -53.0% | -41.3% |
| 1Y | -39.3% | +20.5% | -59.8% | -41.2% |
| All | -39.3% | +22.1% | -61.4% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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