-43.0%
APP vs MTB
+23.0%
-66.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.4% |
| 7D | +0.1% | +2.8% | -2.7% | -1.0% |
| 30D | -10.0% | -4.2% | -5.9% | -8.6% |
| 3M | -44.6% | +7.8% | -52.4% | -46.2% |
| 6M | -37.9% | +14.8% | -52.7% | -41.9% |
| YTD | -53.7% | +20.8% | -74.5% | -57.3% |
| 1Y | -43.0% | +23.1% | -66.1% | -42.2% |
| All | -43.0% | +23.0% | -66.0% | -42.2% |
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