-25.5%
APP vs ABCL
+120.4%
-145.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -9.4% | +40.4% | +30.7% |
| 7D | +39.7% | -14.9% | +54.6% | +39.3% |
| 30D | +27.7% | -15.4% | +43.1% | +27.4% |
| 3M | -14.8% | +88.0% | -102.8% | -12.2% |
| 6M | -25.5% | +138.8% | -164.4% | -21.6% |
| All | -25.5% | +120.4% | -145.9% | -21.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling