+500.0%
APP vs BAC
+41.9%
+458.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.7% | +10.5% | +10.3% |
| 7D | +71.2% | -1.2% | +72.4% | +71.6% |
| 30D | +39.1% | -7.7% | +46.7% | +46.5% |
| 3M | +16.5% | -21.2% | +37.7% | +36.8% |
| 6M | -16.6% | -6.8% | -9.7% | -13.6% |
| YTD | -41.9% | -8.7% | -33.2% | -39.1% |
| 1Y | -37.0% | -5.3% | -31.8% | -35.7% |
| 3Y | +892.4% | +87.4% | +805.0% | +523.8% |
| 5Y | +297.3% | +18.9% | +278.4% | +215.7% |
| All | +500.0% | +41.9% | +458.1% | +391.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling