+391.7%
APP vs SM
+124.1%
+267.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +2.7% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | -23.3% | +26.3% | -49.6% | -26.8% |
| 3M | -42.6% | +8.7% | -51.3% | -44.2% |
| 6M | -33.6% | +51.7% | -85.3% | -41.0% |
| YTD | -52.4% | +99.0% | -151.5% | -60.6% |
| 1Y | -35.9% | +34.6% | -70.5% | -42.0% |
| 3Y | +642.2% | -7.8% | +650.0% | +603.1% |
| 5Y | +311.1% | +104.8% | +206.3% | +251.1% |
| All | +391.7% | +124.1% | +267.5% | +288.8% |
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