+378.5%
APP vs ALM
+974.3%
-595.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +8.8% | -11.5% | -3.1% |
| 7D | +0.1% | +8.4% | -8.3% | -0.3% |
| 30D | -10.0% | +34.8% | -44.9% | -11.3% |
| 3M | -44.6% | +16.2% | -60.9% | -45.2% |
| 6M | -37.9% | +2.1% | -40.0% | -38.5% |
| YTD | -53.7% | +117.0% | -170.7% | -54.7% |
| 1Y | -43.0% | +313.9% | -356.8% | -44.6% |
| 3Y | +640.8% | +2,327.9% | -1,687.2% | +638.7% |
| 5Y | +358.8% | +1,040.6% | -681.8% | +346.7% |
| All | +378.5% | +974.3% | -595.8% | +347.0% |
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