+877.5%
APP vs BAX
-16.3%
+893.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.4% |
| 7D | +48.9% | -0.6% | +49.6% | +48.9% |
| 30D | +49.4% | +6.3% | +43.1% | +47.7% |
| 3M | +27.0% | -4.6% | +31.6% | +27.5% |
| 6M | -15.4% | +50.4% | -65.8% | -20.7% |
| YTD | -39.9% | +38.0% | -78.0% | -42.3% |
| 1Y | -32.0% | +44.6% | -76.6% | -35.0% |
| All | +877.5% | -16.3% | +893.8% | +858.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling