+391.7%
APP vs BAH
-2.8%
+394.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.5% |
| 7D | +0.9% | -3.2% | +4.1% | +1.5% |
| 30D | -23.3% | +2.0% | -25.3% | -23.8% |
| 3M | -42.6% | -7.6% | -35.0% | -41.8% |
| 6M | -33.6% | -5.7% | -27.9% | -33.1% |
| YTD | -52.4% | -11.7% | -40.7% | -51.6% |
| 1Y | -35.9% | -27.4% | -8.5% | -32.3% |
| 3Y | +642.2% | -32.5% | +674.7% | +657.9% |
| 5Y | +311.1% | -3.3% | +314.4% | +267.0% |
| All | +391.7% | -2.8% | +394.5% | +343.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling