+500.0%
APP vs TGT
-9.5%
+509.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.3% | +9.6% | +9.7% |
| 7D | +71.2% | +2.6% | +68.6% | +68.9% |
| 30D | +39.1% | +5.0% | +34.1% | +35.6% |
| 3M | +16.5% | +8.5% | +8.0% | +11.5% |
| 6M | -16.6% | +23.8% | -40.3% | -25.3% |
| YTD | -41.9% | +66.5% | -108.5% | -55.0% |
| 1Y | -37.0% | +84.9% | -121.9% | -53.8% |
| 3Y | +892.4% | +59.2% | +833.2% | +591.4% |
| 5Y | +297.3% | -27.2% | +324.5% | +331.6% |
| All | +500.0% | -9.5% | +509.6% | +519.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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