+500.0%
APP vs BAX
-66.2%
+566.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.5% | +9.3% | +9.8% |
| 7D | +71.2% | +12.1% | +59.1% | +67.0% |
| 30D | +39.1% | +7.6% | +31.5% | +36.8% |
| 3M | +16.5% | -4.5% | +21.0% | +17.3% |
| 6M | -16.6% | +52.0% | -68.6% | -23.6% |
| YTD | -41.9% | +35.1% | -77.1% | -45.4% |
| 1Y | -37.0% | +43.7% | -80.8% | -41.5% |
| 3Y | +892.4% | -20.9% | +913.4% | +901.3% |
| 5Y | +297.3% | -63.5% | +360.8% | +438.9% |
| All | +500.0% | -66.2% | +566.2% | +727.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling