+887.9%
APP vs BBY
+89.3%
+798.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.6% | +3.3% | +3.7% |
| 7D | +4.6% | +4.5% | +0.1% | +3.1% |
| 30D | +56.0% | +16.8% | +39.2% | +48.1% |
| 3M | +30.8% | +23.2% | +7.6% | +21.7% |
| 6M | -9.8% | +91.9% | -101.7% | -26.5% |
| YTD | -39.3% | +61.6% | -100.9% | -48.5% |
| 1Y | -26.4% | +43.9% | -70.3% | -35.2% |
| 3Y | +887.9% | +88.6% | +799.3% | +676.0% |
| All | +887.9% | +89.3% | +798.6% | +676.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling