+892.4%
APP vs SM
-20.0%
+912.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.0% | +8.9% | +9.7% |
| 7D | +71.2% | -25.9% | +97.1% | +77.7% |
| 30D | +39.1% | -15.1% | +54.2% | +40.6% |
| 3M | +16.5% | +4.9% | +11.7% | +12.2% |
| 6M | -16.6% | +6.1% | -22.7% | -21.9% |
| YTD | -41.9% | +63.4% | -105.4% | -54.0% |
| 1Y | -37.0% | +72.5% | -109.5% | -51.5% |
| 3Y | +892.4% | -16.9% | +909.3% | +763.3% |
| All | +892.4% | -20.0% | +912.5% | +763.3% |
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