+446.2%
APP vs ALB
-31.8%
+478.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +3.6% | +27.5% | +29.8% |
| 7D | +39.7% | +5.5% | +34.2% | +37.7% |
| 30D | +27.7% | -7.5% | +35.2% | +31.6% |
| 3M | -14.8% | -16.9% | +2.2% | -9.9% |
| 6M | -25.5% | -49.2% | +23.7% | -7.0% |
| YTD | -47.2% | -29.9% | -17.3% | -42.5% |
| 1Y | -42.3% | +8.2% | -50.5% | -47.2% |
| 3Y | +806.8% | -19.4% | +826.2% | +717.6% |
| 5Y | +261.6% | -61.6% | +323.3% | +332.6% |
| All | +446.2% | -31.8% | +478.0% | +538.7% |
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