+446.2%
APP vs BAH
+19.3%
+426.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +1.2% | +29.9% | +30.8% |
| 7D | +39.7% | +6.0% | +33.7% | +37.9% |
| 30D | +27.7% | +31.1% | -3.3% | +20.3% |
| 3M | -14.8% | +25.2% | -39.9% | -19.1% |
| 6M | -25.5% | +18.9% | -44.4% | -28.6% |
| YTD | -47.2% | +8.3% | -55.5% | -48.6% |
| 1Y | -42.3% | +6.2% | -48.5% | -43.8% |
| 3Y | +806.8% | -22.8% | +829.6% | +808.1% |
| 5Y | +261.6% | +13.6% | +248.1% | +210.8% |
| All | +446.2% | +19.3% | +426.9% | +371.0% |
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 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