+391.7%
APP vs MTB
+83.7%
+308.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.3% |
| 7D | +0.9% | +1.7% | -0.8% | +0.1% |
| 30D | -23.3% | -4.2% | -19.1% | -21.9% |
| 3M | -42.6% | +8.9% | -51.5% | -44.8% |
| 6M | -33.6% | +10.9% | -44.5% | -36.8% |
| YTD | -52.4% | +21.5% | -73.9% | -56.5% |
| 1Y | -35.9% | +21.9% | -57.8% | -41.5% |
| 3Y | +642.2% | +109.2% | +533.0% | +435.1% |
| 5Y | +311.1% | +102.0% | +209.1% | +239.8% |
| All | +391.7% | +83.7% | +308.0% | +303.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling