+446.2%
APP vs ACGL
+190.3%
+255.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -0.1% | +31.1% | +31.1% |
| 7D | +39.7% | +6.4% | +33.3% | +38.1% |
| 30D | +27.7% | +16.6% | +11.1% | +24.1% |
| 3M | -14.8% | +11.6% | -26.4% | -16.6% |
| 6M | -25.5% | +17.5% | -43.0% | -28.1% |
| YTD | -47.2% | +15.3% | -62.4% | -49.3% |
| 1Y | -42.3% | +26.3% | -68.6% | -46.3% |
| 3Y | +806.8% | +35.9% | +770.9% | +721.6% |
| 5Y | +261.6% | +168.2% | +93.5% | +155.7% |
| All | +446.2% | +190.3% | +255.9% | +302.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling