+500.0%
APP vs ALB
-31.2%
+531.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.9% | +9.0% | +9.5% |
| 7D | +71.2% | +9.1% | +62.1% | +66.7% |
| 30D | +39.1% | -3.4% | +42.5% | +41.3% |
| 3M | +16.5% | -20.6% | +37.1% | +25.8% |
| 6M | -16.6% | -48.2% | +31.6% | +3.4% |
| YTD | -41.9% | -29.2% | -12.7% | -37.0% |
| 1Y | -37.0% | +10.0% | -47.0% | -42.7% |
| 3Y | +892.4% | -12.9% | +905.3% | +764.3% |
| 5Y | +297.3% | -61.3% | +358.6% | +373.9% |
| All | +500.0% | -31.2% | +531.3% | +599.6% |
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