-55.4%
APP vs BAH
+6.2%
-61.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.5% | +9.2% | +10.4% |
| 7D | +4.5% | +5.8% | -1.2% | +3.3% |
| 30D | -3.6% | +28.7% | -32.3% | -8.7% |
| 3M | -35.3% | +20.9% | -56.2% | -38.0% |
| 6M | -42.8% | +15.2% | -57.9% | -43.8% |
| YTD | -59.7% | +7.1% | -66.7% | -60.7% |
| 1Y | -55.4% | +6.4% | -61.7% | -56.8% |
| All | -55.4% | +6.2% | -61.5% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling