+503.8%
APP vs BBWI
-55.7%
+559.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -1.9% |
| 7D | +10.6% | -4.5% | +15.1% | +12.0% |
| 30D | +44.6% | +17.1% | +27.5% | +36.3% |
| 3M | +29.6% | +17.5% | +12.1% | +20.8% |
| 6M | -19.8% | +12.8% | -32.6% | -24.6% |
| YTD | -41.6% | +8.2% | -49.7% | -45.9% |
| 1Y | -32.7% | -1.8% | -30.9% | -36.7% |
| 3Y | +799.0% | -25.8% | +824.8% | +729.7% |
| 5Y | +250.4% | -68.0% | +318.4% | +333.8% |
| All | +503.8% | -55.7% | +559.5% | +610.5% |
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