+520.8%
APP vs BAH
+16.0%
+504.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.5% |
| 7D | +48.9% | -1.6% | +50.5% | +49.3% |
| 30D | +49.4% | +18.0% | +31.4% | +43.9% |
| 3M | +27.0% | +11.4% | +15.6% | +23.6% |
| 6M | -15.4% | +17.7% | -33.1% | -18.8% |
| YTD | -39.9% | +5.4% | -45.3% | -41.3% |
| 1Y | -32.0% | +2.8% | -34.7% | -33.3% |
| 3Y | +824.3% | -26.7% | +851.0% | +837.4% |
| 5Y | +252.4% | +8.1% | +244.4% | +205.2% |
| All | +520.8% | +16.0% | +504.8% | +437.8% |
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 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