+446.2%
APP vs BAC
+42.9%
+403.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -3.6% | +34.7% | +33.6% |
| 7D | +39.7% | -2.7% | +42.4% | +41.9% |
| 30D | +27.7% | -8.0% | +35.7% | +35.0% |
| 3M | -14.8% | -20.9% | +6.2% | 0.0% |
| 6M | -25.5% | -5.4% | -20.2% | -23.8% |
| YTD | -47.2% | -8.1% | -39.1% | -44.8% |
| 1Y | -42.3% | -3.1% | -39.2% | -42.0% |
| 3Y | +806.8% | +88.1% | +718.7% | +468.7% |
| 5Y | +261.6% | +19.7% | +241.9% | +186.1% |
| All | +446.2% | +42.9% | +403.3% | +345.8% |
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