+391.7%
APP vs BIL
+19.3%
+372.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +1.6% |
| 7D | +0.9% | +0.1% | +0.8% | -0.9% |
| 30D | -23.3% | +0.3% | -23.6% | -28.3% |
| 3M | -42.6% | +0.9% | -43.6% | -53.0% |
| 6M | -33.6% | +1.8% | -35.4% | -54.7% |
| YTD | -52.4% | +2.4% | -54.9% | -71.4% |
| 1Y | -35.9% | +3.7% | -39.6% | -70.6% |
| 3Y | +642.2% | +14.2% | +628.0% | -67.7% |
| 5Y | +311.1% | +19.4% | +291.7% | -92.6% |
| All | +391.7% | +19.3% | +372.3% | -90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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