+446.2%
APP vs SM
+82.3%
+363.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -4.6% | +35.6% | +31.8% |
| 7D | +39.7% | -25.1% | +64.8% | +45.4% |
| 30D | +27.7% | -15.6% | +43.3% | +29.8% |
| 3M | -14.8% | +2.7% | -17.5% | -17.1% |
| 6M | -25.5% | -3.8% | -21.7% | -27.9% |
| YTD | -47.2% | +61.8% | -109.0% | -55.4% |
| 1Y | -42.3% | +71.4% | -113.7% | -52.2% |
| 3Y | +806.8% | -20.7% | +827.5% | +769.6% |
| 5Y | +261.6% | -11.5% | +273.1% | +231.7% |
| All | +446.2% | +82.3% | +363.9% | +340.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling