+528.8%
APP vs BAH
+15.8%
+513.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.6% | +3.2% | +4.5% |
| 7D | +79.2% | -1.5% | +80.7% | +79.6% |
| 30D | +48.0% | +17.3% | +30.7% | +42.7% |
| 3M | +18.2% | +14.9% | +3.4% | +14.3% |
| 6M | -12.5% | +14.2% | -26.7% | -15.5% |
| YTD | -39.2% | +5.1% | -44.3% | -40.6% |
| 1Y | -33.9% | +2.1% | -35.9% | -35.1% |
| 3Y | +933.3% | -26.0% | +959.3% | +944.7% |
| 5Y | +295.9% | +9.0% | +286.9% | +242.5% |
| All | +528.8% | +15.8% | +513.1% | +445.0% |
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