-37.1%
APP vs BAX
+47.2%
-84.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.4% | +2.4% | +4.2% |
| 7D | +79.2% | +9.0% | +70.1% | +74.6% |
| 30D | +48.0% | +8.5% | +39.5% | +44.3% |
| 3M | +18.2% | -4.1% | +22.3% | +18.7% |
| 6M | -12.5% | +46.9% | -59.4% | -20.6% |
| YTD | -39.2% | +38.4% | -77.5% | -34.8% |
| All | -37.1% | +47.2% | -84.2% | -30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling