+391.7%
APP vs BBWI
-59.0%
+450.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.6% | +1.3% |
| 7D | +0.9% | +1.5% | -0.6% | +0.4% |
| 30D | -23.3% | -5.2% | -18.1% | -22.2% |
| 3M | -42.6% | +11.1% | -53.8% | -45.0% |
| 6M | -33.6% | -13.4% | -20.2% | -31.9% |
| YTD | -52.4% | +0.1% | -52.5% | -54.2% |
| 1Y | -35.9% | -36.1% | +0.2% | -29.1% |
| 3Y | +642.2% | -44.1% | +686.3% | +687.6% |
| 5Y | +311.1% | -66.2% | +377.3% | +421.5% |
| All | +391.7% | -59.0% | +450.7% | +500.9% |
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