+391.7%
APP vs ALLE
+29.5%
+362.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.6% |
| 7D | +0.9% | -0.2% | +1.1% | +1.0% |
| 30D | -23.3% | -6.8% | -16.5% | -19.9% |
| 3M | -42.6% | +21.0% | -63.7% | -50.1% |
| 6M | -33.6% | +1.1% | -34.7% | -35.0% |
| YTD | -52.4% | -0.5% | -51.9% | -53.7% |
| 1Y | -35.9% | -7.3% | -28.6% | -34.6% |
| 3Y | +642.2% | +42.3% | +600.0% | +408.4% |
| 5Y | +311.1% | +13.5% | +297.6% | +168.9% |
| All | +391.7% | +29.5% | +362.1% | +241.1% |
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