+589.4%
APP vs SW
+42.5%
+546.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.1% | +6.6% | +9.6% |
| 7D | +4.5% | +12.1% | -7.5% | +1.4% |
| 30D | -3.6% | +6.6% | -10.2% | -5.3% |
| 3M | -35.3% | -6.0% | -29.2% | -34.2% |
| 6M | -42.8% | +21.5% | -64.3% | -45.7% |
| YTD | -59.7% | +20.3% | -80.0% | -62.5% |
| 1Y | -55.4% | +28.1% | -83.5% | -59.5% |
| All | +589.4% | +42.5% | +546.9% | +572.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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