+528.8%
APP vs ALK
-41.7%
+570.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +7.1% | -2.3% | +1.7% |
| 7D | +79.2% | +8.9% | +70.3% | +71.7% |
| 30D | +48.0% | +5.9% | +42.0% | +43.3% |
| 3M | +18.2% | -16.5% | +34.8% | +27.0% |
| 6M | -12.5% | +2.1% | -14.6% | -15.2% |
| YTD | -39.2% | -17.1% | -22.1% | -36.3% |
| 1Y | -33.9% | -2.9% | -31.0% | -36.2% |
| 3Y | +933.3% | +24.5% | +908.8% | +693.5% |
| 5Y | +295.9% | -29.1% | +325.0% | +288.0% |
| All | +528.8% | -41.7% | +570.5% | +528.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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