+333.0%
APP vs STM
+20.8%
+312.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.4% | +1.3% |
| 7D | +0.9% | +5.8% | -4.9% | -1.8% |
| 30D | -23.3% | -1.0% | -22.3% | -23.3% |
| 3M | -42.6% | -33.3% | -9.4% | -33.0% |
| 6M | -33.6% | +57.4% | -91.0% | -54.3% |
| YTD | -52.4% | +102.2% | -154.6% | -72.1% |
| 1Y | -35.9% | +99.6% | -135.5% | -63.2% |
| 3Y | +642.2% | +14.5% | +627.7% | +470.1% |
| All | +333.0% | +20.8% | +312.2% | +206.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling