+446.2%
APP vs SIMO
+160.4%
+285.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -14.4% | +45.4% | +33.6% |
| 7D | +39.7% | -31.4% | +71.1% | +48.8% |
| 30D | +27.7% | -45.2% | +72.9% | +41.8% |
| 3M | -14.8% | -36.5% | +21.7% | -10.6% |
| 6M | -25.5% | -34.2% | +8.7% | -25.6% |
| YTD | -47.2% | +69.9% | -117.1% | -64.3% |
| 1Y | -42.3% | +60.4% | -102.7% | -60.1% |
| 3Y | +806.8% | +203.1% | +603.7% | +379.2% |
| 5Y | +261.6% | +145.4% | +116.2% | +103.0% |
| All | +446.2% | +160.4% | +285.8% | +209.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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