+527.5%
APP vs BAH
+15.9%
+511.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.2% | +4.0% |
| 7D | +4.6% | +1.7% | +2.9% | +4.2% |
| 30D | +56.0% | +20.8% | +35.2% | +49.5% |
| 3M | +30.8% | +11.6% | +19.3% | +27.3% |
| 6M | -9.8% | +23.1% | -32.9% | -14.4% |
| YTD | -39.3% | +5.3% | -44.5% | -40.7% |
| 1Y | -26.4% | +6.1% | -32.6% | -28.4% |
| 3Y | +887.9% | -27.5% | +915.4% | +905.9% |
| 5Y | +264.1% | +6.2% | +257.9% | +216.2% |
| All | +527.5% | +15.9% | +511.5% | +443.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling