+503.8%
APP vs BAC
+45.0%
+458.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.5% |
| 7D | +10.6% | +1.5% | +9.0% | +9.4% |
| 30D | +44.6% | -6.4% | +51.0% | +51.0% |
| 3M | +29.6% | -21.7% | +51.3% | +53.1% |
| 6M | -19.8% | +0.5% | -20.3% | -21.4% |
| YTD | -41.6% | -6.7% | -34.9% | -39.6% |
| 1Y | -32.7% | -4.7% | -28.0% | -31.5% |
| 3Y | +799.0% | +96.1% | +702.9% | +447.9% |
| 5Y | +250.4% | +21.7% | +228.7% | +174.3% |
| All | +503.8% | +45.0% | +458.8% | +387.6% |
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