+396.9%
APP vs ALNY
+77.9%
+318.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +2.9% |
| 7D | +1.1% | -6.5% | +7.6% | +2.8% |
| 30D | +6.6% | +11.0% | -4.4% | +3.6% |
| 3M | -32.3% | -14.1% | -18.2% | -30.9% |
| 6M | -29.8% | -22.4% | -7.4% | -26.7% |
| YTD | -51.9% | -37.5% | -14.5% | -46.9% |
| 1Y | -43.3% | -46.9% | +3.6% | -34.9% |
| 3Y | +664.1% | +22.1% | +642.0% | +582.2% |
| 5Y | +318.7% | +31.2% | +287.5% | +243.2% |
| All | +396.9% | +77.9% | +318.9% | +250.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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