+261.6%
APP vs STM
-17.8%
+279.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -12.4% | +43.4% | +36.1% |
| 7D | +39.7% | -20.1% | +59.8% | +51.1% |
| 30D | +27.7% | -32.0% | +59.7% | +47.8% |
| 3M | -14.8% | -24.2% | +9.4% | -7.3% |
| 6M | -25.5% | -29.9% | +4.4% | -22.2% |
| YTD | -47.2% | +54.9% | -102.0% | -66.2% |
| 1Y | -42.3% | +68.0% | -110.3% | -65.0% |
| 3Y | +806.8% | -0.1% | +806.9% | +579.4% |
| 5Y | +261.6% | -17.9% | +279.5% | +199.9% |
| All | +261.6% | -17.8% | +279.4% | +199.9% |
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