+313.2%
APP vs ACWI
+59.2%
+254.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.1% | -2.5% |
| 7D | +61.1% | -0.2% | +61.3% | +58.2% |
| 30D | +42.8% | -3.3% | +46.0% | +51.4% |
| 3M | +16.7% | -3.4% | +20.1% | +23.9% |
| 6M | -15.6% | +0.8% | -16.4% | -19.0% |
| YTD | -41.3% | +10.7% | -52.0% | -54.7% |
| 1Y | -39.3% | +11.6% | -50.9% | -53.8% |
| 3Y | +803.2% | +73.4% | +729.8% | +166.5% |
| 5Y | +313.2% | +60.2% | +253.0% | +66.3% |
| All | +313.2% | +59.2% | +254.0% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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