-55.4%
APP vs ACI
-18.4%
-36.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.5% | +7.1% | +11.2% |
| 7D | +4.5% | +4.5% | 0.0% | +5.3% |
| 30D | -3.6% | +20.9% | -24.5% | -0.7% |
| 3M | -35.3% | +15.2% | -50.5% | -33.6% |
| 6M | -42.8% | -13.3% | -29.5% | -46.6% |
| YTD | -59.7% | -16.2% | -43.5% | -62.6% |
| 1Y | -55.4% | -16.9% | -38.5% | -58.8% |
| All | -55.4% | -18.4% | -36.9% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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