+480.1%
APP vs ALAB
+322.1%
+158.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.6% | +6.5% | +4.5% |
| 7D | +4.6% | +16.3% | -11.7% | +0.9% |
| 30D | +56.0% | -26.1% | +82.2% | +64.8% |
| 3M | +30.8% | -31.3% | +62.1% | +38.8% |
| 6M | -9.8% | -1.0% | -8.8% | -18.1% |
| YTD | -39.3% | +33.3% | -72.6% | -51.4% |
| 1Y | -26.4% | +53.5% | -80.0% | -44.2% |
| All | +480.1% | +322.1% | +158.1% | +192.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling