+653.5%
APP vs ACI
-38.5%
+692.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.2% |
| 7D | +0.9% | +0.2% | +0.7% | +0.9% |
| 30D | -23.3% | +5.9% | -29.2% | -23.2% |
| 3M | -42.6% | -19.8% | -22.9% | -42.8% |
| 6M | -33.6% | -24.7% | -8.9% | -33.9% |
| YTD | -52.4% | -24.4% | -28.0% | -52.9% |
| 1Y | -35.9% | -31.5% | -4.4% | -35.8% |
| All | +653.5% | -38.5% | +692.1% | +632.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling