+40.7%
IWM vs APP
+357.9%
-317.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | 0.0% |
| 7D | +0.1% | +0.9% | -0.8% | 0.0% |
| 30D | -1.3% | -23.3% | +22.0% | +1.6% |
| 3M | +1.6% | -42.6% | +44.3% | +7.9% |
| 6M | +13.6% | -33.6% | +47.2% | +17.6% |
| YTD | +20.8% | -52.4% | +73.2% | +28.8% |
| 1Y | +26.4% | -35.9% | +62.3% | +28.7% |
| 3Y | +60.7% | +642.2% | -581.5% | +7.8% |
| 5Y | +38.2% | +311.1% | -272.9% | -6.1% |
| All | +40.7% | +357.9% | -317.3% | -7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling