+292.6%
APP vs BB
-20.8%
+313.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.4% | +5.4% | +7.9% |
| 7D | +71.2% | +3.8% | +67.4% | +67.9% |
| 30D | +39.1% | -0.3% | +39.4% | +38.2% |
| 3M | +16.5% | -0.5% | +17.0% | +13.9% |
| 6M | -16.6% | +45.9% | -62.5% | -35.0% |
| YTD | -41.9% | +130.6% | -172.5% | -64.4% |
| 1Y | -37.0% | +89.2% | -126.2% | -57.8% |
| 3Y | +892.4% | +137.5% | +754.9% | +415.0% |
| All | +292.6% | -20.8% | +313.5% | +408.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling