+653.5%
APP vs BB
+38.2%
+615.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +0.9% | -5.6% | +6.5% | +2.5% |
| 30D | -23.3% | -11.8% | -11.5% | -20.8% |
| 3M | -42.6% | -25.5% | -17.1% | -38.4% |
| 6M | -33.6% | +121.3% | -154.9% | -49.4% |
| YTD | -52.4% | +103.2% | -155.6% | -62.7% |
| 1Y | -35.9% | +102.6% | -138.5% | -50.5% |
| All | +653.5% | +38.2% | +615.3% | +439.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling