+500.0%
APP vs ACM
+5.4%
+494.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | 0.0% | +9.8% | +9.8% |
| 7D | +71.2% | +5.4% | +65.8% | +65.0% |
| 30D | +39.1% | +15.1% | +24.0% | +26.3% |
| 3M | +16.5% | -10.5% | +27.0% | +24.2% |
| 6M | -16.6% | -19.7% | +3.1% | -5.7% |
| YTD | -41.9% | -28.8% | -13.1% | -26.9% |
| 1Y | -37.0% | -47.9% | +10.8% | -2.1% |
| 3Y | +892.4% | -12.4% | +904.8% | +897.4% |
| 5Y | +297.3% | +0.6% | +296.7% | +260.5% |
| All | +500.0% | +5.4% | +494.6% | +419.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling