+391.7%
APP vs BBY
-5.5%
+397.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.2% | -1.0% | +0.6% |
| 7D | +0.9% | +9.5% | -8.6% | -3.8% |
| 30D | -23.3% | +6.8% | -30.1% | -25.8% |
| 3M | -42.6% | +28.9% | -71.5% | -49.8% |
| 6M | -33.6% | +37.8% | -71.4% | -44.6% |
| YTD | -52.4% | +38.7% | -91.2% | -60.9% |
| 1Y | -35.9% | +23.7% | -59.6% | -44.3% |
| 3Y | +642.2% | +39.1% | +603.1% | +441.1% |
| 5Y | +311.1% | -0.4% | +311.5% | +255.0% |
| All | +391.7% | -5.5% | +397.2% | +328.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling