+382.3%
APP vs BKR
+233.4%
+149.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.7% | +9.8% | +4.9% |
| 7D | +0.3% | -6.7% | +7.0% | +2.0% |
| 30D | -1.3% | -8.3% | +7.0% | +0.9% |
| 3M | -36.2% | -5.4% | -30.8% | -35.6% |
| 6M | -34.1% | +0.8% | -34.9% | -35.6% |
| YTD | -53.3% | +31.8% | -85.2% | -58.6% |
| 1Y | -44.5% | +28.6% | -73.1% | -50.7% |
| 3Y | +646.7% | +71.2% | +575.4% | +504.9% |
| 5Y | +306.4% | +179.2% | +127.2% | +185.1% |
| All | +382.3% | +233.4% | +149.0% | +215.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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