+803.3%
APP vs ABCL
+139.9%
+663.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -9.4% | +40.4% | +32.3% |
| 7D | +39.7% | -14.9% | +54.6% | +42.5% |
| 30D | +27.7% | -15.4% | +43.1% | +30.1% |
| 3M | -14.8% | +88.0% | -102.8% | -25.2% |
| 6M | -25.5% | +138.8% | -164.4% | -39.1% |
| YTD | -47.2% | +225.4% | -272.6% | -60.1% |
| 1Y | -42.3% | +137.3% | -179.6% | -53.9% |
| All | +803.3% | +139.9% | +663.5% | +591.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling