-25.5%
APP vs BAC
-4.4%
-21.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -3.6% | +34.7% | +31.0% |
| 7D | +39.7% | -2.7% | +42.4% | +38.6% |
| 30D | +27.7% | -8.0% | +35.7% | +28.1% |
| 3M | -14.8% | -20.9% | +6.2% | -14.0% |
| 6M | -25.5% | -5.4% | -20.2% | -21.6% |
| All | -25.5% | -4.4% | -21.2% | -21.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling