+500.0%
APP vs ALC
+3.7%
+496.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.1% | +12.0% | +11.1% |
| 7D | +71.2% | +4.9% | +66.3% | +66.0% |
| 30D | +39.1% | +19.0% | +20.1% | +24.8% |
| 3M | +16.5% | +7.8% | +8.8% | +10.6% |
| 6M | -16.6% | +14.6% | -31.1% | -24.8% |
| YTD | -41.9% | -4.4% | -37.5% | -41.6% |
| 1Y | -37.0% | +1.4% | -38.4% | -39.7% |
| 3Y | +892.4% | +2.5% | +889.9% | +754.9% |
| 5Y | +297.3% | -10.9% | +308.2% | +282.5% |
| All | +500.0% | +3.7% | +496.3% | +395.6% |
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