-35.9%
APP vs ABCL
+186.8%
-222.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.4% |
| 7D | +0.9% | +0.7% | +0.2% | +0.8% |
| 30D | -23.3% | +93.1% | -116.3% | -30.4% |
| 3M | -42.6% | +79.4% | -122.1% | -47.8% |
| 6M | -33.6% | +214.9% | -248.5% | -48.2% |
| YTD | -52.4% | +234.2% | -286.6% | -64.0% |
| 1Y | -35.9% | +174.8% | -210.6% | -45.9% |
| All | -35.9% | +186.8% | -222.7% | -45.9% |
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