-32.7%
APP vs BBWI
+1.2%
-33.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -2.5% |
| 7D | +10.6% | -4.5% | +15.1% | +10.9% |
| 30D | +44.6% | +17.1% | +27.5% | +40.6% |
| 3M | +29.6% | +17.5% | +12.1% | +25.4% |
| 6M | -19.8% | +12.8% | -32.6% | -21.8% |
| YTD | -41.6% | +8.2% | -49.7% | -42.5% |
| 1Y | -32.7% | -1.8% | -30.9% | -33.3% |
| All | -32.7% | +1.2% | -33.9% | -33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling