+527.5%
APP vs BB
-2.2%
+529.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.4% | +6.3% | +4.8% |
| 7D | +4.6% | +1.8% | +2.7% | +3.8% |
| 30D | +56.0% | +8.1% | +47.9% | +50.6% |
| 3M | +30.8% | -1.0% | +31.8% | +28.7% |
| 6M | -9.8% | +45.9% | -55.7% | -26.5% |
| YTD | -39.3% | +134.8% | -174.1% | -59.7% |
| 1Y | -26.4% | +104.6% | -131.0% | -48.8% |
| 3Y | +887.9% | +152.8% | +735.1% | +468.9% |
| 5Y | +264.1% | -17.4% | +281.5% | +193.4% |
| All | +527.5% | -2.2% | +529.7% | +340.8% |
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