+528.8%
APP vs ALB
-31.3%
+560.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.8% |
| 7D | +79.2% | +9.5% | +69.7% | +74.2% |
| 30D | +48.0% | -2.1% | +50.1% | +49.7% |
| 3M | +18.2% | -24.1% | +42.4% | +29.7% |
| 6M | -12.5% | -51.0% | +38.5% | +10.7% |
| YTD | -39.2% | -29.3% | -9.8% | -34.0% |
| 1Y | -33.9% | +3.2% | -37.0% | -38.3% |
| 3Y | +933.3% | -9.3% | +942.6% | +782.2% |
| 5Y | +295.9% | -61.6% | +357.5% | +372.7% |
| All | +528.8% | -31.3% | +560.2% | +633.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling