+391.7%
APP vs BKR
+256.4%
+135.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | +0.9% | +1.7% | -0.9% | +0.4% |
| 30D | -23.3% | +3.3% | -26.6% | -24.1% |
| 3M | -42.6% | -3.6% | -39.0% | -42.3% |
| 6M | -33.6% | +5.0% | -38.6% | -35.6% |
| YTD | -52.4% | +40.9% | -93.4% | -58.5% |
| 1Y | -35.9% | +39.2% | -75.1% | -44.2% |
| 3Y | +642.2% | +83.7% | +558.5% | +490.9% |
| 5Y | +311.1% | +207.5% | +103.6% | +181.9% |
| All | +391.7% | +256.4% | +135.3% | +216.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling