+892.4%
APP vs ALC
+2.3%
+890.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.1% | +12.0% | +10.4% |
| 7D | +71.2% | +4.9% | +66.3% | +68.6% |
| 30D | +39.1% | +19.0% | +20.1% | +32.0% |
| 3M | +16.5% | +7.8% | +8.8% | +13.6% |
| 6M | -16.6% | +14.6% | -31.1% | -20.6% |
| YTD | -41.9% | -4.4% | -37.5% | -41.2% |
| 1Y | -37.0% | +1.4% | -38.4% | -37.7% |
| 3Y | +892.4% | +2.5% | +889.9% | +819.8% |
| All | +892.4% | +2.3% | +890.2% | +819.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling