+316.8%
APP vs ALK
-44.1%
+360.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +8.8% | +1.9% | +6.7% |
| 7D | +4.5% | +12.4% | -7.9% | -1.0% |
| 30D | -3.6% | +2.1% | -5.7% | -4.8% |
| 3M | -35.3% | -23.9% | -11.4% | -27.1% |
| 6M | -42.8% | +8.2% | -51.0% | -46.0% |
| YTD | -59.7% | -20.5% | -39.2% | -56.8% |
| 1Y | -55.4% | -1.0% | -54.3% | -57.3% |
| 3Y | +592.0% | +19.2% | +572.8% | +443.5% |
| 5Y | +175.7% | -28.2% | +204.0% | +175.3% |
| All | +316.8% | -44.1% | +360.9% | +325.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling