+500.0%
APP vs ALK
-45.5%
+545.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.6% | +9.2% | +9.6% |
| 7D | +71.2% | +9.0% | +62.2% | +63.7% |
| 30D | +39.1% | -1.6% | +40.7% | +39.2% |
| 3M | +16.5% | -23.2% | +39.7% | +29.9% |
| 6M | -16.6% | -3.9% | -12.7% | -16.9% |
| YTD | -41.9% | -22.6% | -19.4% | -37.3% |
| 1Y | -37.0% | -5.3% | -31.7% | -38.7% |
| 3Y | +892.4% | +18.6% | +873.9% | +676.0% |
| 5Y | +297.3% | -34.4% | +331.7% | +301.7% |
| All | +500.0% | -45.5% | +545.6% | +517.9% |
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