+378.5%
APP vs ALNY
+86.1%
+292.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.1% |
| 7D | +0.1% | +5.7% | -5.6% | -1.3% |
| 30D | -10.0% | +18.7% | -28.7% | -14.0% |
| 3M | -44.6% | -11.0% | -33.7% | -44.0% |
| 6M | -37.9% | -18.9% | -19.0% | -35.8% |
| YTD | -53.7% | -34.6% | -19.1% | -49.5% |
| 1Y | -43.0% | -42.8% | -0.1% | -35.7% |
| 3Y | +640.8% | +29.1% | +611.6% | +551.7% |
| 5Y | +358.8% | +39.6% | +319.2% | +269.4% |
| All | +378.5% | +86.1% | +292.4% | +233.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling