+446.2%
APP vs ACI
+4.7%
+441.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -3.6% | +34.7% | +31.2% |
| 7D | +39.7% | +3.5% | +36.2% | +39.3% |
| 30D | +27.7% | +16.8% | +11.0% | +26.4% |
| 3M | -14.8% | +13.1% | -27.9% | -15.5% |
| 6M | -25.5% | -15.6% | -9.9% | -25.1% |
| YTD | -47.2% | -19.2% | -27.9% | -47.0% |
| 1Y | -42.3% | -20.7% | -21.6% | -42.0% |
| 3Y | +806.8% | -33.4% | +840.2% | +817.9% |
| 5Y | +261.6% | -41.7% | +303.3% | +260.2% |
| All | +446.2% | +4.7% | +441.4% | +472.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling