+446.2%
APP vs ALM
+346.7%
+99.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -9.6% | +40.6% | +31.4% |
| 7D | +39.7% | -14.5% | +54.2% | +40.5% |
| 30D | +27.7% | -39.0% | +66.8% | +30.3% |
| 3M | -14.8% | -40.3% | +25.5% | -13.2% |
| 6M | -25.5% | -60.3% | +34.8% | -23.2% |
| YTD | -47.2% | -9.8% | -37.4% | -46.4% |
| 1Y | -42.3% | +30.8% | -73.0% | -41.7% |
| 3Y | +806.8% | +772.4% | +34.4% | +831.6% |
| 5Y | +261.6% | +390.7% | -129.1% | +266.1% |
| All | +446.2% | +346.7% | +99.5% | +428.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling