+391.7%
APP vs BDX
+5.1%
+386.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.8% | +2.4% |
| 7D | +0.9% | -2.5% | +3.4% | +1.2% |
| 30D | -23.3% | +8.3% | -31.5% | -24.2% |
| 3M | -42.6% | +24.4% | -67.0% | -44.7% |
| 6M | -33.6% | +9.2% | -42.8% | -34.7% |
| YTD | -52.4% | +22.7% | -75.1% | -54.2% |
| 1Y | -35.9% | +25.9% | -61.8% | -38.7% |
| 3Y | +642.2% | -10.5% | +652.7% | +667.5% |
| 5Y | +311.1% | +1.9% | +309.2% | +297.9% |
| All | +391.7% | +5.1% | +386.5% | +367.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling