+382.3%
APP vs BBY
-7.8%
+390.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | +0.3% | +0.7% | -0.4% | 0.0% |
| 30D | -1.3% | +5.8% | -7.1% | -4.5% |
| 3M | -36.2% | +18.0% | -54.2% | -41.5% |
| 6M | -34.1% | +39.8% | -74.0% | -45.4% |
| YTD | -53.3% | +35.4% | -88.7% | -61.2% |
| 1Y | -44.5% | +21.4% | -65.9% | -51.4% |
| 3Y | +646.7% | +39.5% | +607.1% | +440.2% |
| 5Y | +306.4% | -0.5% | +306.9% | +254.5% |
| All | +382.3% | -7.8% | +390.1% | +326.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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