-37.0%
APP vs STM
+75.4%
-112.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.4% | +5.4% | +9.7% |
| 7D | +71.2% | -10.7% | +82.0% | +71.6% |
| 30D | +39.1% | -25.7% | +64.8% | +42.7% |
| 3M | +16.5% | -21.6% | +38.1% | +18.5% |
| 6M | -16.6% | -27.8% | +11.2% | -16.3% |
| YTD | -41.9% | +61.8% | -103.7% | -55.3% |
| 1Y | -37.0% | +78.1% | -115.1% | -53.9% |
| All | -37.0% | +75.4% | -112.5% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 1y: compounded portfolio wealth divided by compounded STM 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…
1y analysis · Full analysis span regression · 6 months rolling