+527.5%
APP vs ALC
+2.6%
+524.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.2% | +0.7% | +2.0% |
| 7D | +4.6% | -1.1% | +5.7% | +5.3% |
| 30D | +56.0% | +16.0% | +40.0% | +42.2% |
| 3M | +30.8% | +0.8% | +30.0% | +29.4% |
| 6M | -9.8% | +16.8% | -26.6% | -19.8% |
| YTD | -39.3% | -5.5% | -33.8% | -38.5% |
| 1Y | -26.4% | -5.3% | -21.2% | -25.9% |
| 3Y | +887.9% | +4.1% | +883.8% | +735.1% |
| 5Y | +264.1% | -7.1% | +271.1% | +239.5% |
| All | +527.5% | +2.6% | +524.9% | +421.7% |
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