+528.8%
APP vs BB
+1.3%
+527.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.5% | -0.7% | +2.7% |
| 7D | +79.2% | +15.0% | +64.2% | +69.7% |
| 30D | +48.0% | +3.5% | +44.5% | +45.3% |
| 3M | +18.2% | +2.7% | +15.6% | +14.7% |
| 6M | -12.5% | +44.7% | -57.2% | -28.4% |
| YTD | -39.2% | +143.3% | -182.4% | -60.2% |
| 1Y | -33.9% | +102.2% | -136.1% | -53.6% |
| 3Y | +933.3% | +156.1% | +777.2% | +494.1% |
| 5Y | +295.9% | -17.6% | +313.5% | +216.1% |
| All | +528.8% | +1.3% | +527.5% | +336.0% |
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