+528.8%
APP vs BLDR
+37.3%
+491.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.5% | -0.7% | +2.9% |
| 7D | +79.2% | -2.7% | +81.9% | +79.3% |
| 30D | +48.0% | +24.8% | +23.2% | +33.5% |
| 3M | +18.2% | -11.7% | +29.9% | +21.2% |
| 6M | -12.5% | -14.8% | +2.3% | -10.4% |
| YTD | -39.2% | -35.9% | -3.3% | -31.4% |
| 1Y | -33.9% | -39.7% | +5.8% | -24.0% |
| 3Y | +933.3% | -45.6% | +978.8% | +989.9% |
| 5Y | +295.9% | -2.5% | +298.4% | +180.5% |
| All | +528.8% | +37.3% | +491.6% | +358.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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