+500.0%
APP vs ABCL
-59.9%
+559.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +6.7% | +3.1% | +8.3% |
| 7D | +71.2% | -3.2% | +74.4% | +71.3% |
| 30D | +39.1% | -7.4% | +46.5% | +40.4% |
| 3M | +16.5% | +81.9% | -65.4% | -3.0% |
| 6M | -16.6% | +135.7% | -152.3% | -37.8% |
| YTD | -41.9% | +247.4% | -289.3% | -61.9% |
| 1Y | -37.0% | +162.3% | -199.3% | -55.5% |
| 3Y | +892.4% | +165.5% | +727.0% | +526.0% |
| 5Y | +297.3% | -21.3% | +318.6% | +218.0% |
| All | +500.0% | -59.9% | +559.9% | +358.6% |
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