+506.6%
APP vs ABCL
-57.9%
+564.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.5% |
| 7D | +61.1% | +2.3% | +58.8% | +59.4% |
| 30D | +42.8% | -0.7% | +43.4% | +41.9% |
| 3M | +16.7% | +33.4% | -16.7% | +6.7% |
| 6M | -15.6% | +137.8% | -153.4% | -36.8% |
| YTD | -41.3% | +264.3% | -305.6% | -61.9% |
| 1Y | -39.3% | +209.2% | -248.5% | -58.8% |
| 3Y | +803.2% | +208.4% | +594.8% | +443.9% |
| 5Y | +313.2% | -11.9% | +325.0% | +226.6% |
| All | +506.6% | -57.9% | +564.5% | +358.7% |
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