+333.0%
APP vs ALK
-25.3%
+358.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.5% |
| 7D | +0.9% | -0.7% | +1.5% | +1.2% |
| 30D | -23.3% | -19.2% | -4.0% | -15.3% |
| 3M | -42.6% | -1.5% | -41.1% | -43.0% |
| 6M | -33.6% | -13.1% | -20.6% | -31.3% |
| YTD | -52.4% | -16.4% | -36.0% | -50.0% |
| 1Y | -35.9% | -33.1% | -2.8% | -25.2% |
| 3Y | +642.2% | +0.6% | +641.6% | +542.7% |
| All | +333.0% | -25.3% | +358.2% | +315.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling