+528.8%
APP vs ACGL
+183.8%
+345.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.7% |
| 7D | +79.2% | -1.1% | +80.2% | +79.4% |
| 30D | +48.0% | +13.1% | +34.9% | +44.5% |
| 3M | +18.2% | +9.8% | +8.4% | +16.0% |
| 6M | -12.5% | +15.3% | -27.8% | -15.3% |
| YTD | -39.2% | +12.7% | -51.9% | -41.5% |
| 1Y | -33.9% | +20.7% | -54.6% | -37.8% |
| 3Y | +933.3% | +34.3% | +899.0% | +836.4% |
| 5Y | +295.9% | +170.6% | +125.3% | +181.1% |
| All | +528.8% | +183.8% | +345.0% | +364.5% |
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