+391.7%
APP vs ABCL
-61.4%
+453.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -36.8% |
| 3M | -42.6% | +79.4% | -122.1% | -52.7% |
| 6M | -33.6% | +214.9% | -248.5% | -54.2% |
| YTD | -52.4% | +234.2% | -286.6% | -68.1% |
| 1Y | -35.9% | +174.8% | -210.6% | -55.6% |
| 3Y | +642.2% | +104.5% | +537.7% | +414.4% |
| 5Y | +311.1% | -39.0% | +350.1% | +237.5% |
| All | +391.7% | -61.4% | +453.1% | +284.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling