+803.3%
APP vs ALK
+15.2%
+788.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -3.2% | +34.3% | +32.2% |
| 7D | +39.7% | +7.1% | +32.6% | +35.6% |
| 30D | +27.7% | -3.0% | +30.7% | +28.5% |
| 3M | -14.8% | -25.6% | +10.9% | -5.6% |
| 6M | -25.5% | +0.5% | -26.0% | -26.7% |
| YTD | -47.2% | -23.1% | -24.1% | -43.2% |
| 1Y | -42.3% | -7.5% | -34.7% | -42.4% |
| All | +803.3% | +15.2% | +788.1% | +735.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling