+333.0%
APP vs BAX
-65.4%
+398.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.0% |
| 7D | +0.9% | -1.1% | +2.0% | +1.1% |
| 30D | -23.3% | -5.5% | -17.8% | -22.4% |
| 3M | -42.6% | +33.5% | -76.2% | -45.8% |
| 6M | -33.6% | +35.9% | -69.5% | -37.8% |
| YTD | -52.4% | +35.4% | -87.8% | -55.1% |
| 1Y | -35.9% | +9.8% | -45.6% | -37.3% |
| 3Y | +642.2% | -32.7% | +674.9% | +683.6% |
| All | +333.0% | -65.4% | +398.3% | +505.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling