+460.8%
APP vs ALAB
+311.3%
+149.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.5% |
| 7D | +61.1% | -7.5% | +68.6% | +61.2% |
| 30D | +42.8% | -36.8% | +79.6% | +56.9% |
| 3M | +16.7% | -31.9% | +48.5% | +24.0% |
| 6M | -15.6% | +8.2% | -23.8% | -25.8% |
| YTD | -41.3% | +29.9% | -71.3% | -52.8% |
| 1Y | -39.3% | +24.4% | -63.7% | -51.1% |
| All | +460.8% | +311.3% | +149.5% | +184.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling