+298.1%
APP vs BAC
+22.0%
+276.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.0% | +2.9% | +3.1% |
| 7D | +4.6% | +3.2% | +1.3% | +2.1% |
| 30D | +56.0% | -0.7% | +56.8% | +56.3% |
| 3M | +30.8% | -20.0% | +50.8% | +54.6% |
| 6M | -9.8% | +3.4% | -13.2% | -14.0% |
| YTD | -39.3% | -5.7% | -33.5% | -37.6% |
| 1Y | -26.4% | -1.4% | -25.0% | -27.1% |
| 3Y | +887.9% | +97.9% | +790.0% | +450.9% |
| All | +298.1% | +22.0% | +276.1% | +226.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling