+653.5%
APP vs ACM
-21.7%
+675.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.4% |
| 7D | +0.9% | -3.7% | +4.6% | +3.1% |
| 30D | -23.3% | -11.1% | -12.2% | -18.0% |
| 3M | -42.6% | -8.0% | -34.7% | -40.2% |
| 6M | -33.6% | -29.7% | -3.9% | -17.3% |
| YTD | -52.4% | -29.4% | -23.1% | -39.8% |
| 1Y | -35.9% | -46.4% | +10.5% | -5.3% |
| All | +653.5% | -21.7% | +675.2% | +690.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling