+803.3%
APP vs SM
-20.8%
+824.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -4.6% | +35.6% | +31.6% |
| 7D | +39.7% | -25.1% | +64.8% | +44.6% |
| 30D | +27.7% | -15.6% | +43.3% | +29.2% |
| 3M | -14.8% | +2.7% | -17.5% | -17.6% |
| 6M | -25.5% | -3.8% | -21.7% | -28.5% |
| YTD | -47.2% | +61.8% | -109.0% | -58.1% |
| 1Y | -42.3% | +71.4% | -113.7% | -55.6% |
| All | +803.3% | -20.8% | +824.2% | +686.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling