+527.5%
APP vs ABCL
-61.2%
+588.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.1% | +5.0% | +4.2% |
| 7D | +4.6% | -3.3% | +7.9% | +5.3% |
| 30D | +56.0% | -7.1% | +63.1% | +57.4% |
| 3M | +30.8% | +4.7% | +26.1% | +26.9% |
| 6M | -9.8% | +140.9% | -150.7% | -33.0% |
| YTD | -39.3% | +236.0% | -275.3% | -59.8% |
| 1Y | -26.4% | +217.4% | -243.8% | -50.6% |
| 3Y | +887.9% | +188.7% | +699.2% | +502.3% |
| 5Y | +264.1% | -23.5% | +287.6% | +194.2% |
| All | +527.5% | -61.2% | +588.7% | +383.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling