+446.2%
APP vs ALC
+5.9%
+440.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -1.0% | +32.0% | +31.6% |
| 7D | +39.7% | +7.6% | +32.1% | +33.5% |
| 30D | +27.7% | +21.1% | +6.6% | +13.5% |
| 3M | -14.8% | +8.5% | -23.2% | -19.1% |
| 6M | -25.5% | +2.8% | -28.3% | -28.2% |
| YTD | -47.2% | -2.4% | -44.8% | -47.4% |
| 1Y | -42.3% | +3.5% | -45.8% | -45.3% |
| 3Y | +806.8% | +4.2% | +802.6% | +676.2% |
| 5Y | +261.6% | -9.0% | +270.6% | +244.3% |
| All | +446.2% | +5.9% | +440.2% | +346.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling