-35.9%
APP vs BAC
+27.5%
-63.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.6% |
| 7D | +0.9% | +0.6% | +0.3% | +0.5% |
| 30D | -23.3% | -0.9% | -22.4% | -23.0% |
| 3M | -42.6% | +16.3% | -59.0% | -47.9% |
| 6M | -33.6% | +26.0% | -59.6% | -43.3% |
| YTD | -52.4% | +15.2% | -67.6% | -56.9% |
| 1Y | -35.9% | +26.5% | -62.4% | -44.8% |
| All | -35.9% | +27.5% | -63.4% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAC.
Daily Out/Under-Performance
Portfolio return minus BAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAC 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 1y: compounded portfolio wealth divided by compounded BAC 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…
1y analysis · Full analysis span regression · 6 months rolling