-55.4%
APP vs ABCL
+138.2%
-193.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.8% | +9.9% | +10.6% |
| 7D | +4.5% | -10.0% | +14.5% | +5.9% |
| 30D | -3.6% | -10.9% | +7.3% | -2.4% |
| 3M | -35.3% | +101.6% | -136.9% | -41.9% |
| 6M | -42.8% | +167.5% | -210.3% | -53.7% |
| YTD | -59.7% | +259.1% | -318.7% | -71.6% |
| 1Y | -55.4% | +152.2% | -207.5% | -66.1% |
| All | -55.4% | +138.2% | -193.6% | -66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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