-55.4%
APP vs ALB
+4.7%
-60.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.3% | +5.4% | +9.6% |
| 7D | +4.5% | -2.1% | +6.6% | +4.9% |
| 30D | -3.6% | -9.0% | +5.4% | -2.0% |
| 3M | -35.3% | -21.1% | -14.1% | -32.9% |
| 6M | -42.8% | -49.9% | +7.1% | -34.6% |
| YTD | -59.7% | -32.3% | -27.4% | -56.1% |
| 1Y | -55.4% | +8.6% | -64.0% | -49.3% |
| All | -55.4% | +4.7% | -60.1% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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