+261.6%
APP vs ACM
+1.8%
+259.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.2% | +33.2% | +32.5% |
| 7D | +39.7% | +5.1% | +34.6% | +34.6% |
| 30D | +27.7% | +11.5% | +16.2% | +17.9% |
| 3M | -14.8% | -10.5% | -4.3% | -8.9% |
| 6M | -25.5% | -20.4% | -5.2% | -14.6% |
| YTD | -47.2% | -28.9% | -18.3% | -32.5% |
| 1Y | -42.3% | -48.7% | +6.4% | -6.2% |
| 3Y | +806.8% | -12.5% | +819.3% | +788.1% |
| 5Y | +261.6% | +0.5% | +261.1% | +209.7% |
| All | +261.6% | +1.8% | +259.8% | +209.7% |
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 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