-35.9%
APP vs ALAB
+73.5%
-109.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.8% | -7.5% | +0.3% |
| 7D | +0.9% | +7.2% | -6.3% | -0.7% |
| 30D | -23.3% | -2.5% | -20.8% | -23.3% |
| 3M | -42.6% | -13.3% | -29.3% | -42.6% |
| 6M | -33.6% | +172.8% | -206.4% | -53.6% |
| YTD | -52.4% | +86.6% | -139.0% | -63.2% |
| 1Y | -35.9% | +65.2% | -101.0% | -51.9% |
| All | -35.9% | +73.5% | -109.4% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 1y: compounded portfolio wealth divided by compounded ALAB 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…
1y analysis · Full analysis span regression · 6 months rolling