-37.0%
APP vs SM
+72.1%
-109.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.0% | +8.9% | +10.2% |
| 7D | +71.2% | -25.9% | +97.1% | +60.6% |
| 30D | +39.1% | -15.1% | +54.2% | +34.4% |
| 3M | +16.5% | +4.9% | +11.7% | +18.1% |
| 6M | -16.6% | +6.1% | -22.7% | -15.2% |
| YTD | -41.9% | +63.4% | -105.4% | -34.6% |
| 1Y | -37.0% | +72.5% | -109.5% | -28.6% |
| All | -37.0% | +72.1% | -109.1% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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