-42.8%
APP vs BA
-21.9%
-20.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.1% | +8.6% | +9.9% |
| 7D | +4.5% | +5.9% | -1.4% | +2.5% |
| 30D | -3.6% | -8.2% | +4.5% | -1.0% |
| 3M | -35.3% | -25.4% | -9.9% | -26.3% |
| 6M | -42.8% | -20.0% | -22.8% | -35.5% |
| All | -42.8% | -21.9% | -20.9% | -35.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling