+391.7%
APP vs ACGL
+157.5%
+234.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +4.0% | +2.5% |
| 7D | +0.9% | -0.7% | +1.6% | +1.0% |
| 30D | -23.3% | -1.0% | -22.3% | -23.2% |
| 3M | -42.6% | +11.0% | -53.7% | -44.0% |
| 6M | -33.6% | -0.3% | -33.3% | -33.9% |
| YTD | -52.4% | +2.3% | -54.7% | -53.4% |
| 1Y | -35.9% | +6.4% | -42.3% | -38.1% |
| 3Y | +642.2% | +34.0% | +608.2% | +565.0% |
| 5Y | +311.1% | +161.6% | +149.4% | +197.7% |
| All | +391.7% | +157.5% | +234.1% | +270.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling