-26.4%
APP vs ABCL
+198.4%
-224.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.1% | +5.0% | +4.0% |
| 7D | +4.6% | -3.3% | +7.9% | +4.9% |
| 30D | +56.0% | -7.1% | +63.1% | +56.6% |
| 3M | +30.8% | +4.7% | +26.1% | +28.9% |
| 6M | -9.8% | +140.9% | -150.7% | -24.9% |
| YTD | -39.3% | +236.0% | -275.3% | -57.5% |
| 1Y | -26.4% | +217.4% | -243.8% | -47.8% |
| All | -26.4% | +198.4% | -224.9% | -47.8% |
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