+653.5%
APP vs WM
+46.1%
+607.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.5% | +2.3% |
| 7D | +0.9% | -0.3% | +1.2% | +0.9% |
| 30D | -23.3% | -2.4% | -20.9% | -23.2% |
| 3M | -42.6% | +0.4% | -43.1% | -43.1% |
| 6M | -33.6% | -9.5% | -24.1% | -32.5% |
| YTD | -52.4% | +0.5% | -52.9% | -52.7% |
| 1Y | -35.9% | -1.1% | -34.8% | -35.7% |
| All | +653.5% | +46.1% | +607.4% | +755.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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