+527.5%
APP vs BBWI
-55.1%
+582.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.5% | +2.4% | +3.5% |
| 7D | +4.6% | +0.1% | +4.4% | +4.6% |
| 30D | +56.0% | +12.9% | +43.2% | +49.0% |
| 3M | +30.8% | +16.0% | +14.8% | +22.5% |
| 6M | -9.8% | +16.6% | -26.4% | -16.1% |
| YTD | -39.3% | +9.7% | -49.0% | -44.0% |
| 1Y | -26.4% | +1.5% | -27.9% | -31.6% |
| 3Y | +887.9% | -21.4% | +909.3% | +787.8% |
| 5Y | +264.1% | -67.6% | +331.7% | +348.9% |
| All | +527.5% | -55.1% | +582.5% | +635.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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