+527.5%
APP vs ALM
+361.9%
+165.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +7.7% | -3.8% | +3.6% |
| 7D | +4.6% | +1.2% | +3.3% | +4.5% |
| 30D | +56.0% | -19.3% | +75.4% | +57.3% |
| 3M | +30.8% | -40.6% | +71.5% | +33.4% |
| 6M | -9.8% | -57.9% | +48.1% | -7.1% |
| YTD | -39.3% | -6.7% | -32.6% | -38.5% |
| 1Y | -26.4% | +20.2% | -46.6% | -25.8% |
| 3Y | +887.9% | +879.4% | +8.5% | +915.7% |
| 5Y | +264.1% | +415.3% | -151.2% | +267.9% |
| All | +527.5% | +361.9% | +165.6% | +506.8% |
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