+454.8%
APP vs ALAB
+262.8%
+191.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +6.3% | +3.6% | +8.4% |
| 7D | +71.2% | -26.3% | +97.5% | +80.8% |
| 30D | +39.1% | -50.1% | +89.2% | +61.7% |
| 3M | +16.5% | -42.5% | +59.0% | +29.0% |
| 6M | -16.6% | -10.8% | -5.7% | -23.1% |
| YTD | -41.9% | +14.6% | -56.6% | -51.9% |
| 1Y | -37.0% | +17.1% | -54.2% | -48.7% |
| All | +454.8% | +262.8% | +191.9% | +189.6% |
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