+333.0%
APP vs ABCL
-41.3%
+374.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.5% |
| 7D | +0.9% | +0.7% | +0.2% | +0.7% |
| 30D | -23.3% | +93.1% | -116.3% | -38.0% |
| 3M | -42.6% | +79.4% | -122.1% | -53.5% |
| 6M | -33.6% | +214.9% | -248.5% | -55.9% |
| YTD | -52.4% | +234.2% | -286.6% | -69.3% |
| 1Y | -35.9% | +174.8% | -210.6% | -57.3% |
| 3Y | +642.2% | +104.5% | +537.7% | +397.6% |
| All | +333.0% | -41.3% | +374.2% | +273.9% |
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