+892.4%
APP vs ALM
+825.4%
+67.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.1% | +7.7% | +9.7% |
| 7D | +71.2% | -6.7% | +77.9% | +71.7% |
| 30D | +39.1% | -32.9% | +72.0% | +42.9% |
| 3M | +16.5% | -39.5% | +56.0% | +20.0% |
| 6M | -16.6% | -62.0% | +45.4% | -11.8% |
| YTD | -41.9% | -7.8% | -34.1% | -41.1% |
| 1Y | -37.0% | +26.7% | -63.7% | -36.8% |
| 3Y | +892.4% | +825.4% | +67.1% | +881.8% |
| All | +892.4% | +825.4% | +67.1% | +881.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling