+500.0%
APP vs ABT
0.0%
+500.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -3.2% | +13.1% | +11.1% |
| 7D | +71.2% | +3.5% | +67.7% | +68.3% |
| 30D | +39.1% | +12.0% | +27.1% | +32.2% |
| 3M | +16.5% | +2.5% | +14.1% | +14.7% |
| 6M | -16.6% | +29.1% | -45.6% | -26.9% |
| YTD | -41.9% | -10.1% | -31.9% | -39.2% |
| 1Y | -37.0% | -9.8% | -27.2% | -34.5% |
| 3Y | +892.4% | +23.3% | +869.2% | +645.1% |
| 5Y | +297.3% | -2.4% | +299.7% | +269.7% |
| All | +500.0% | 0.0% | +500.1% | +431.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling