+528.8%
APP vs BAX
-65.4%
+594.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.4% | +2.4% | +4.3% |
| 7D | +79.2% | +9.0% | +70.1% | +75.8% |
| 30D | +48.0% | +8.5% | +39.5% | +45.3% |
| 3M | +18.2% | -4.1% | +22.3% | +18.9% |
| 6M | -12.5% | +46.9% | -59.4% | -19.3% |
| YTD | -39.2% | +38.4% | -77.5% | -43.0% |
| 1Y | -33.9% | +47.0% | -80.9% | -38.9% |
| 3Y | +933.3% | -14.9% | +948.2% | +923.7% |
| 5Y | +295.9% | -62.5% | +358.4% | +434.2% |
| All | +528.8% | -65.4% | +594.2% | +762.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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