+527.5%
APP vs BDX
+24.8%
+502.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.1% | +2.8% | +3.7% |
| 7D | +4.6% | +2.9% | +1.7% | +4.1% |
| 30D | +56.0% | +15.4% | +40.6% | +52.8% |
| 3M | +30.8% | +20.5% | +10.3% | +27.4% |
| 6M | -9.8% | +53.2% | -63.0% | -15.8% |
| YTD | -39.3% | +45.7% | -85.0% | -43.0% |
| 1Y | -26.4% | +47.3% | -73.7% | -31.2% |
| 3Y | +887.9% | +25.1% | +862.9% | +819.3% |
| 5Y | +264.1% | +27.4% | +236.7% | +243.9% |
| All | +527.5% | +24.8% | +502.6% | +482.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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