+391.7%
APP vs BLDR
+36.9%
+354.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.3% | +1.3% |
| 7D | +0.9% | -2.8% | +3.7% | +1.9% |
| 30D | -23.3% | -13.3% | -10.0% | -18.9% |
| 3M | -42.6% | -12.3% | -30.4% | -40.7% |
| 6M | -33.6% | -31.5% | -2.1% | -24.6% |
| YTD | -52.4% | -36.1% | -16.4% | -45.3% |
| 1Y | -35.9% | -54.1% | +18.2% | -16.1% |
| 3Y | +642.2% | -55.8% | +698.0% | +788.9% |
| 5Y | +311.1% | +20.7% | +290.3% | +199.5% |
| All | +391.7% | +36.9% | +354.8% | +266.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling