+528.8%
APP vs ALC
+4.0%
+524.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.6% |
| 7D | +79.2% | +2.1% | +77.1% | +76.6% |
| 30D | +48.0% | +17.2% | +30.8% | +34.0% |
| 3M | +18.2% | +4.6% | +13.6% | +14.2% |
| 6M | -12.5% | +20.1% | -32.6% | -23.5% |
| YTD | -39.2% | -4.2% | -35.0% | -38.9% |
| 1Y | -33.9% | +2.1% | -35.9% | -36.9% |
| 3Y | +933.3% | +4.5% | +928.8% | +775.3% |
| 5Y | +295.9% | -12.3% | +308.2% | +285.3% |
| All | +528.8% | +4.0% | +524.9% | +418.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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