+292.6%
APP vs ACGL
+159.2%
+133.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -3.0% | +12.8% | +10.4% |
| 7D | +71.2% | +0.9% | +70.3% | +70.8% |
| 30D | +39.1% | +13.7% | +25.4% | +35.2% |
| 3M | +16.5% | +8.0% | +8.5% | +14.5% |
| 6M | -16.6% | +13.3% | -29.8% | -19.2% |
| YTD | -41.9% | +11.8% | -53.8% | -44.3% |
| 1Y | -37.0% | +22.2% | -59.3% | -41.5% |
| 3Y | +892.4% | +32.5% | +860.0% | +788.2% |
| All | +292.6% | +159.2% | +133.4% | +147.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling