-32.0%
APP vs ABT
-11.5%
-20.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +2.3% |
| 7D | +48.9% | -5.4% | +54.3% | +48.5% |
| 30D | +49.4% | +8.0% | +41.4% | +49.2% |
| 3M | +27.0% | +0.2% | +26.8% | +26.0% |
| 6M | -15.4% | +34.1% | -49.5% | -17.2% |
| YTD | -39.9% | -10.6% | -29.3% | -38.8% |
| 1Y | -32.0% | -11.8% | -20.2% | -30.7% |
| All | -32.0% | -11.5% | -20.4% | -30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling