+892.4%
APP vs ACGL
+31.5%
+860.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -3.0% | +12.8% | +10.0% |
| 7D | +71.2% | +0.9% | +70.3% | +71.0% |
| 30D | +39.1% | +13.7% | +25.4% | +37.6% |
| 3M | +16.5% | +8.0% | +8.5% | +15.7% |
| 6M | -16.6% | +13.3% | -29.8% | -17.7% |
| YTD | -41.9% | +11.8% | -53.8% | -43.4% |
| 1Y | -37.0% | +22.2% | -59.3% | -40.6% |
| 3Y | +892.4% | +32.5% | +860.0% | +842.1% |
| All | +892.4% | +31.5% | +860.9% | +842.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling