+500.0%
APP vs BBWI
-55.1%
+555.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -3.3% | +13.1% | +10.8% |
| 7D | +71.2% | -6.2% | +77.4% | +73.3% |
| 30D | +39.1% | +19.9% | +19.1% | +30.1% |
| 3M | +16.5% | +7.1% | +9.4% | +11.9% |
| 6M | -16.6% | +13.7% | -30.2% | -21.8% |
| YTD | -41.9% | +9.6% | -51.5% | -46.4% |
| 1Y | -37.0% | -1.6% | -35.4% | -40.8% |
| 3Y | +892.4% | -25.9% | +918.3% | +819.2% |
| 5Y | +297.3% | -67.8% | +365.1% | +390.4% |
| All | +500.0% | -55.1% | +555.2% | +603.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling