+446.2%
APP vs STM
+6.6%
+439.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -12.4% | +43.4% | +36.1% |
| 7D | +39.7% | -20.1% | +59.8% | +51.0% |
| 30D | +27.7% | -32.0% | +59.7% | +47.6% |
| 3M | -14.8% | -24.2% | +9.4% | -7.3% |
| 6M | -25.5% | -29.9% | +4.4% | -22.1% |
| YTD | -47.2% | +54.9% | -102.0% | -65.8% |
| 1Y | -42.3% | +68.0% | -110.3% | -64.5% |
| 3Y | +806.8% | -0.1% | +806.9% | +584.3% |
| 5Y | +261.6% | -17.9% | +279.5% | +188.8% |
| All | +446.2% | +6.6% | +439.6% | +282.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling