-32.0%
APP vs ACM
-45.3%
+13.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.9% | +2.6% |
| 7D | +48.9% | +3.0% | +45.9% | +46.7% |
| 30D | +49.4% | +19.7% | +29.8% | +37.5% |
| 3M | +27.0% | +5.3% | +21.7% | +23.6% |
| 6M | -15.4% | -10.8% | -4.6% | -10.6% |
| YTD | -39.9% | -25.1% | -14.8% | -23.0% |
| 1Y | -32.0% | -45.8% | +13.8% | -6.5% |
| All | -32.0% | -45.3% | +13.3% | -6.5% |
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