+283.1%
APP vs ALM
+373.6%
-90.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.5% | +3.8% | -2.5% |
| 7D | +10.6% | -4.0% | +14.6% | +10.8% |
| 30D | +44.6% | -30.5% | +75.1% | +46.8% |
| 3M | +29.6% | -46.9% | +76.5% | +32.8% |
| 6M | -19.8% | -65.5% | +45.7% | -16.7% |
| YTD | -41.6% | -13.4% | -28.2% | -40.6% |
| 1Y | -32.7% | +9.8% | -42.5% | -31.8% |
| 3Y | +799.0% | +783.1% | +15.9% | +837.7% |
| All | +283.1% | +373.6% | -90.5% | +282.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling