-55.4%
APP vs ACGL
+28.7%
-84.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.7% | +8.0% | +12.6% |
| 7D | +4.5% | +8.0% | -3.4% | +10.8% |
| 30D | -3.6% | +17.3% | -20.9% | +9.0% |
| 3M | -35.3% | +11.2% | -46.5% | -30.1% |
| 6M | -42.8% | +18.2% | -61.0% | -33.7% |
| YTD | -59.7% | +15.4% | -75.1% | -56.1% |
| 1Y | -55.4% | +26.5% | -81.9% | -44.9% |
| All | -55.4% | +28.7% | -84.1% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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