+292.6%
APP vs BG
+21.4%
+271.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.6% | +9.3% | +9.8% |
| 7D | +71.2% | +2.5% | +68.7% | +70.9% |
| 30D | +39.1% | -6.1% | +45.2% | +39.6% |
| 3M | +16.5% | -8.5% | +25.1% | +17.1% |
| 6M | -16.6% | -20.4% | +3.9% | -15.2% |
| YTD | -41.9% | +13.3% | -55.2% | -43.7% |
| 1Y | -37.0% | +7.3% | -44.3% | -38.6% |
| 3Y | +892.4% | +2.6% | +889.9% | +863.1% |
| All | +292.6% | +21.4% | +271.2% | +226.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 5y: compounded portfolio wealth divided by compounded BG 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…
5y analysis · Full analysis span regression · 6 months rolling