+295.9%
APP vs ACM
+3.6%
+292.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.2% | -0.4% | +1.3% |
| 7D | +79.2% | +6.9% | +72.3% | +70.8% |
| 30D | +48.0% | +19.1% | +28.9% | +30.8% |
| 3M | +18.2% | -6.9% | +25.2% | +23.2% |
| 6M | -12.5% | -12.0% | -0.5% | -6.7% |
| YTD | -39.2% | -25.1% | -14.0% | -25.0% |
| 1Y | -33.9% | -45.4% | +11.5% | +2.9% |
| 3Y | +933.3% | -6.9% | +940.2% | +868.0% |
| 5Y | +295.9% | +3.7% | +292.1% | +228.1% |
| All | +295.9% | +3.6% | +292.3% | +228.1% |
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