+333.0%
APP vs ACM
+5.0%
+328.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.5% |
| 7D | +0.9% | -3.7% | +4.6% | +3.6% |
| 30D | -23.3% | -11.1% | -12.2% | -17.2% |
| 3M | -42.6% | -8.0% | -34.7% | -40.0% |
| 6M | -33.6% | -29.7% | -3.9% | -15.7% |
| YTD | -52.4% | -29.4% | -23.1% | -38.9% |
| 1Y | -35.9% | -46.4% | +10.5% | -0.4% |
| 3Y | +642.2% | -22.3% | +664.6% | +719.8% |
| All | +333.0% | +5.0% | +328.0% | +268.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling