+520.8%
APP vs BB
+3.3%
+517.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.5% | +1.3% |
| 7D | +48.9% | +7.3% | +41.6% | +44.6% |
| 30D | +49.4% | +11.2% | +38.2% | +42.8% |
| 3M | +27.0% | +4.7% | +22.3% | +22.4% |
| 6M | -15.4% | +51.1% | -66.5% | -31.9% |
| YTD | -39.9% | +148.0% | -188.0% | -61.0% |
| 1Y | -32.0% | +106.1% | -138.1% | -52.7% |
| 3Y | +824.3% | +158.2% | +666.1% | +430.2% |
| 5Y | +252.4% | -10.8% | +263.2% | +177.7% |
| All | +520.8% | +3.3% | +517.5% | +327.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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