+316.8%
APP vs ALLE
+59.4%
+257.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.8% | +8.9% | +9.6% |
| 7D | +4.5% | +6.7% | -2.1% | +0.5% |
| 30D | -3.6% | +25.4% | -29.0% | -16.8% |
| 3M | -35.3% | +16.9% | -52.2% | -41.7% |
| 6M | -42.8% | +46.6% | -89.3% | -56.2% |
| YTD | -59.7% | +22.4% | -82.1% | -65.7% |
| 1Y | -55.4% | +17.7% | -73.1% | -61.0% |
| 3Y | +592.0% | +96.3% | +495.7% | +273.5% |
| 5Y | +175.7% | +57.4% | +118.3% | +62.3% |
| All | +316.8% | +59.4% | +257.4% | +152.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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