+887.9%
APP vs STM
+16.3%
+871.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.6% | +3.3% | +3.8% |
| 7D | +4.6% | +12.0% | -7.4% | +2.2% |
| 30D | +56.0% | -0.4% | +56.4% | +54.8% |
| 3M | +30.8% | -13.2% | +44.0% | +33.6% |
| 6M | -9.8% | -26.1% | +16.3% | -6.6% |
| YTD | -39.3% | +81.2% | -120.5% | -55.1% |
| 1Y | -26.4% | +98.3% | -124.8% | -47.4% |
| 3Y | +887.9% | +16.7% | +871.2% | +667.1% |
| All | +887.9% | +16.3% | +871.6% | +667.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling