-55.4%
APP vs ALAB
+23.1%
-78.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -4.4% | +15.1% | +11.6% |
| 7D | +4.5% | -24.9% | +29.4% | +10.9% |
| 30D | -3.6% | -38.4% | +34.8% | +6.1% |
| 3M | -35.3% | -38.3% | +3.0% | -29.4% |
| 6M | -42.8% | +10.9% | -53.7% | -50.0% |
| YTD | -59.7% | +34.2% | -93.9% | -68.8% |
| 1Y | -55.4% | +24.5% | -79.9% | -65.1% |
| All | -55.4% | +23.1% | -78.5% | -65.1% |
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