-26.4%
APP vs ACGL
+19.1%
-45.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +4.2% |
| 7D | +4.6% | +2.2% | +2.4% | +6.3% |
| 30D | +56.0% | +12.3% | +43.7% | +70.5% |
| 3M | +30.8% | +11.8% | +19.0% | +42.2% |
| 6M | -9.8% | +17.5% | -27.3% | +4.2% |
| YTD | -39.3% | +14.3% | -53.6% | -34.3% |
| 1Y | -26.4% | +18.2% | -44.6% | -19.8% |
| All | -26.4% | +19.1% | -45.6% | -19.8% |
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