+391.7%
APP vs BAC
+80.0%
+311.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.3% |
| 7D | +0.9% | +1.1% | -0.2% | +0.1% |
| 30D | -23.3% | -0.4% | -22.9% | -23.2% |
| 3M | -42.6% | +16.9% | -59.5% | -49.0% |
| 6M | -33.6% | +26.6% | -60.2% | -44.7% |
| YTD | -52.4% | +15.8% | -68.2% | -57.6% |
| 1Y | -35.9% | +27.2% | -63.1% | -46.7% |
| 3Y | +642.2% | +132.4% | +509.8% | +302.1% |
| 5Y | +311.1% | +72.6% | +238.5% | +179.5% |
| All | +391.7% | +80.0% | +311.7% | +242.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling