+391.7%
APP vs ALB
-12.8%
+404.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.4% | +6.7% | +3.8% |
| 7D | +0.9% | -8.1% | +8.9% | +3.8% |
| 30D | -23.3% | +6.3% | -29.5% | -25.6% |
| 3M | -42.6% | -23.6% | -19.1% | -37.9% |
| 6M | -33.6% | -24.6% | -9.0% | -29.1% |
| YTD | -52.4% | -10.3% | -42.2% | -52.5% |
| 1Y | -35.9% | +61.5% | -97.3% | -50.5% |
| 3Y | +642.2% | -34.0% | +676.2% | +659.3% |
| 5Y | +311.1% | -44.6% | +355.7% | +344.4% |
| All | +391.7% | -12.8% | +404.5% | +427.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling