+18.4%
IWM vs APP
-29.4%
+47.8%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.2% | -0.5% |
| 7D | +1.4% | +4.6% | -3.2% | +1.2% |
| 30D | +2.3% | +56.0% | -53.8% | -0.4% |
| 3M | -8.3% | +30.8% | -39.2% | -9.5% |
| 6M | -1.3% | -9.8% | +8.5% | -0.5% |
| YTD | +13.5% | -39.3% | +52.8% | +15.6% |
| 1Y | +18.4% | -26.4% | +44.8% | +17.7% |
| All | +18.4% | -29.4% | +47.8% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling