+933.3%
APP vs SM
-14.2%
+947.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.7% | +7.5% | +5.1% |
| 7D | +79.2% | -22.3% | +101.4% | +84.3% |
| 30D | +48.0% | -21.4% | +69.3% | +51.5% |
| 3M | +18.2% | +1.4% | +16.9% | +14.3% |
| 6M | -12.5% | +0.1% | -12.6% | -17.2% |
| YTD | -39.2% | +59.0% | -98.1% | -51.7% |
| 1Y | -33.9% | +64.3% | -98.2% | -48.6% |
| 3Y | +933.3% | -13.1% | +946.4% | +762.1% |
| All | +933.3% | -14.2% | +947.4% | +762.1% |
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