+528.8%
APP vs ALM
+393.0%
+135.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +8.1% | -3.3% | +4.5% |
| 7D | +79.2% | +0.7% | +78.4% | +78.9% |
| 30D | +48.0% | -26.1% | +74.1% | +49.9% |
| 3M | +18.2% | -38.1% | +56.3% | +20.3% |
| 6M | -12.5% | -55.4% | +42.9% | -10.1% |
| YTD | -39.2% | -0.4% | -38.8% | -38.5% |
| 1Y | -33.9% | +25.4% | -59.2% | -33.4% |
| 3Y | +933.3% | +907.8% | +25.5% | +958.7% |
| 5Y | +295.9% | +440.2% | -144.3% | +299.4% |
| All | +528.8% | +393.0% | +135.8% | +506.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling