+520.8%
APP vs BAC
+45.5%
+475.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.4% | +2.4% |
| 7D | +48.9% | -1.9% | +50.8% | +49.9% |
| 30D | +49.4% | -7.2% | +56.6% | +57.0% |
| 3M | +27.0% | -20.4% | +47.4% | +48.3% |
| 6M | -15.4% | +1.3% | -16.7% | -17.6% |
| YTD | -39.9% | -6.4% | -33.5% | -38.0% |
| 1Y | -32.0% | -3.5% | -28.5% | -31.4% |
| 3Y | +824.3% | +96.7% | +727.6% | +462.1% |
| 5Y | +252.4% | +20.6% | +231.8% | +175.1% |
| All | +520.8% | +45.5% | +475.3% | +400.2% |
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