+446.2%
APP vs ACWI
+69.3%
+376.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -3.8% | +34.9% | +39.3% |
| 7D | +39.7% | -4.0% | +43.7% | +50.1% |
| 30D | +27.7% | -5.8% | +33.5% | +43.3% |
| 3M | -14.8% | -5.0% | -9.7% | -6.1% |
| 6M | -25.5% | +0.7% | -26.2% | -28.9% |
| YTD | -47.2% | +8.4% | -55.6% | -57.1% |
| 1Y | -42.3% | +10.1% | -52.4% | -54.6% |
| 3Y | +806.8% | +70.8% | +736.0% | +185.6% |
| 5Y | +261.6% | +55.4% | +206.3% | +51.9% |
| All | +446.2% | +69.3% | +376.9% | +98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling