+500.0%
APP vs BA
-31.6%
+531.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.5% | +9.3% | +9.6% |
| 7D | +71.2% | +1.1% | +70.1% | +69.7% |
| 30D | +39.1% | -7.9% | +47.0% | +43.9% |
| 3M | +16.5% | -25.3% | +41.9% | +34.4% |
| 6M | -16.6% | -24.6% | +8.0% | -4.7% |
| YTD | -41.9% | -20.1% | -21.8% | -36.6% |
| 1Y | -37.0% | -11.8% | -25.3% | -35.2% |
| 3Y | +892.4% | -10.1% | +902.6% | +855.0% |
| 5Y | +297.3% | -22.7% | +320.0% | +275.9% |
| All | +500.0% | -31.6% | +531.6% | +436.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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