-35.9%
APP vs ACM
-45.8%
+9.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.4% |
| 7D | +0.9% | -3.7% | +4.6% | +2.6% |
| 30D | -23.3% | -11.1% | -12.2% | -19.2% |
| 3M | -42.6% | -8.0% | -34.7% | -40.5% |
| 6M | -33.6% | -29.7% | -3.9% | -18.2% |
| YTD | -52.4% | -29.4% | -23.1% | -38.9% |
| 1Y | -35.9% | -46.4% | +10.5% | -14.9% |
| All | -35.9% | -45.8% | +9.9% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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