+261.6%
APP vs ABCL
-30.0%
+291.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -9.4% | +40.4% | +33.4% |
| 7D | +39.7% | -14.9% | +54.6% | +44.6% |
| 30D | +27.7% | -15.4% | +43.1% | +31.9% |
| 3M | -14.8% | +88.0% | -102.8% | -32.1% |
| 6M | -25.5% | +138.8% | -164.4% | -47.2% |
| YTD | -47.2% | +225.4% | -272.6% | -66.7% |
| 1Y | -42.3% | +137.3% | -179.6% | -60.0% |
| 3Y | +806.8% | +136.8% | +670.0% | +453.8% |
| 5Y | +261.6% | -26.2% | +287.9% | +221.7% |
| All | +261.6% | -30.0% | +291.7% | +221.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling