-26.4%
APP vs SM
+84.2%
-110.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +3.9% |
| 7D | +4.6% | +9.4% | -4.8% | +7.6% |
| 30D | +56.0% | -14.4% | +70.4% | +52.8% |
| 3M | +30.8% | +1.6% | +29.3% | +33.0% |
| 6M | -9.8% | +6.3% | -16.1% | -6.0% |
| YTD | -39.3% | +78.8% | -118.1% | -30.7% |
| 1Y | -26.4% | +83.1% | -109.6% | -16.5% |
| All | -26.4% | +84.2% | -110.7% | -16.5% |
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