+32.2%
IWM vs APP
+484.4%
-452.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.2% | -0.8% |
| 7D | +1.4% | +4.6% | -3.2% | +0.9% |
| 30D | +2.3% | +56.0% | -53.8% | -3.7% |
| 3M | -8.3% | +30.8% | -39.2% | -11.9% |
| 6M | -1.3% | -9.8% | +8.5% | -1.8% |
| YTD | +13.5% | -39.3% | +52.8% | +16.7% |
| 1Y | +18.4% | -26.4% | +44.8% | +18.5% |
| 3Y | +69.6% | +887.9% | -818.3% | +9.3% |
| 5Y | +23.3% | +264.1% | -240.8% | -17.4% |
| All | +32.2% | +484.4% | -452.2% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APP.
Daily Out/Under-Performance
Portfolio return minus APP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APP 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 10y: compounded portfolio wealth divided by compounded APP 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…
10y analysis · Full analysis span regression · 6 months rolling