+506.6%
APP vs ALM
+357.4%
+149.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -7.2% | +3.7% | -3.2% |
| 7D | +61.1% | -6.3% | +67.4% | +61.3% |
| 30D | +42.8% | -31.4% | +74.2% | +45.0% |
| 3M | +16.7% | -40.6% | +57.3% | +18.9% |
| 6M | -15.6% | -58.6% | +43.0% | -13.0% |
| YTD | -41.3% | -7.6% | -33.7% | -40.5% |
| 1Y | -39.3% | +13.8% | -53.1% | -38.7% |
| 3Y | +803.2% | +842.1% | -38.9% | +828.4% |
| 5Y | +313.2% | +407.4% | -94.3% | +317.7% |
| All | +506.6% | +357.4% | +149.2% | +486.9% |
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