+25.8%
IWM vs APP
+301.6%
-275.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.9% | -0.3% |
| 7D | +0.3% | +61.1% | -60.8% | -6.0% |
| 30D | +0.6% | +42.8% | -42.2% | -4.4% |
| 3M | -6.2% | +16.7% | -22.9% | -8.8% |
| 6M | -0.8% | -15.6% | +14.8% | -0.5% |
| YTD | +14.8% | -41.3% | +56.1% | +18.6% |
| 1Y | +16.1% | -39.3% | +55.4% | +19.2% |
| 3Y | +71.5% | +803.2% | -731.7% | +8.4% |
| 5Y | +25.8% | +313.2% | -287.4% | -14.1% |
| All | +25.8% | +301.6% | -275.8% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling