+298.1%
APP vs BLDR
-11.9%
+310.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.9% | +3.0% | +3.6% |
| 7D | +4.6% | -3.0% | +7.5% | +5.8% |
| 30D | +56.0% | +20.1% | +35.9% | +41.6% |
| 3M | +30.8% | -17.5% | +48.4% | +38.0% |
| 6M | -9.8% | -16.1% | +6.3% | -7.3% |
| YTD | -39.3% | -41.0% | +1.7% | -28.8% |
| 1Y | -26.4% | -41.6% | +15.2% | -14.1% |
| 3Y | +887.9% | -50.8% | +938.7% | +965.5% |
| All | +298.1% | -11.9% | +310.0% | +158.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling