+528.8%
APP vs BDX
+23.2%
+505.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.6% | +3.2% | +4.5% |
| 7D | +79.2% | +8.4% | +70.8% | +77.1% |
| 30D | +48.0% | +17.1% | +30.9% | +44.7% |
| 3M | +18.2% | +22.4% | -4.2% | +14.9% |
| 6M | -12.5% | +45.9% | -58.4% | -17.6% |
| YTD | -39.2% | +43.8% | -83.0% | -42.8% |
| 1Y | -33.9% | +57.8% | -91.7% | -39.1% |
| 3Y | +933.3% | +25.4% | +907.9% | +856.3% |
| 5Y | +295.9% | +26.0% | +269.9% | +274.6% |
| All | +528.8% | +23.2% | +505.6% | +484.7% |
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