+503.8%
APP vs BB
+0.2%
+503.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.0% | +0.2% | -1.6% |
| 7D | +10.6% | +9.0% | +1.6% | +7.2% |
| 30D | +44.6% | +7.7% | +36.9% | +39.9% |
| 3M | +29.6% | +4.0% | +25.6% | +25.2% |
| 6M | -19.8% | +46.6% | -66.4% | -34.7% |
| YTD | -41.6% | +140.6% | -182.2% | -61.6% |
| 1Y | -32.7% | +103.1% | -135.8% | -52.9% |
| 3Y | +799.0% | +150.5% | +648.5% | +421.6% |
| 5Y | +250.4% | -15.4% | +265.8% | +179.9% |
| All | +503.8% | +0.2% | +503.6% | +320.5% |
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