+520.8%
APP vs ABT
-0.6%
+521.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +2.7% |
| 7D | +48.9% | -5.4% | +54.3% | +51.7% |
| 30D | +49.4% | +8.0% | +41.4% | +44.2% |
| 3M | +27.0% | +0.2% | +26.8% | +26.1% |
| 6M | -15.4% | +34.1% | -49.5% | -27.4% |
| YTD | -39.9% | -10.6% | -29.3% | -37.0% |
| 1Y | -32.0% | -11.8% | -20.2% | -28.4% |
| 3Y | +824.3% | +23.9% | +800.5% | +587.8% |
| 5Y | +252.4% | -5.1% | +257.6% | +233.6% |
| All | +520.8% | -0.6% | +521.4% | +450.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 10y: compounded portfolio wealth divided by compounded ABT 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…
10y analysis · Full analysis span regression · 6 months rolling