+316.8%
APP vs ACGL
+190.6%
+126.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.7% | +8.0% | +10.2% |
| 7D | +4.5% | +8.0% | -3.4% | +3.1% |
| 30D | -3.6% | +17.3% | -20.9% | -6.5% |
| 3M | -35.3% | +11.2% | -46.5% | -36.6% |
| 6M | -42.8% | +18.2% | -61.0% | -44.8% |
| YTD | -59.7% | +15.4% | -75.1% | -61.3% |
| 1Y | -55.4% | +26.5% | -81.9% | -58.5% |
| 3Y | +592.0% | +36.1% | +555.9% | +526.9% |
| 5Y | +175.7% | +175.9% | -0.2% | +95.1% |
| All | +316.8% | +190.6% | +126.2% | +206.8% |
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 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