+446.2%
APP vs BBWI
-53.6%
+499.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -6.2% | +37.2% | +32.9% |
| 7D | +39.7% | -3.1% | +42.8% | +40.2% |
| 30D | +27.7% | +23.1% | +4.6% | +18.7% |
| 3M | -14.8% | +7.3% | -22.1% | -17.8% |
| 6M | -25.5% | +22.6% | -48.1% | -31.8% |
| YTD | -47.2% | +13.3% | -60.4% | -51.7% |
| 1Y | -42.3% | -2.6% | -39.7% | -45.3% |
| 3Y | +806.8% | -25.9% | +832.7% | +746.7% |
| 5Y | +261.6% | -66.7% | +328.4% | +342.5% |
| All | +446.2% | -53.6% | +499.8% | +534.5% |
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 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