+500.0%
APP vs BAH
+14.0%
+486.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -4.4% | +14.3% | +10.8% |
| 7D | +71.2% | -3.5% | +74.8% | +72.4% |
| 30D | +39.1% | +24.3% | +14.8% | +32.3% |
| 3M | +16.5% | +16.3% | +0.2% | +12.4% |
| 6M | -16.6% | +13.6% | -30.1% | -19.3% |
| YTD | -41.9% | +3.5% | -45.4% | -43.1% |
| 1Y | -37.0% | +2.7% | -39.7% | -38.3% |
| 3Y | +892.4% | -26.6% | +919.0% | +903.7% |
| 5Y | +297.3% | +8.5% | +288.8% | +244.3% |
| All | +500.0% | +14.0% | +486.1% | +421.7% |
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