+500.0%
APP vs BLDR
+30.1%
+469.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -4.5% | +14.4% | +11.5% |
| 7D | +71.2% | -3.7% | +74.9% | +71.6% |
| 30D | +39.1% | +16.8% | +22.3% | +28.5% |
| 3M | +16.5% | -13.7% | +30.3% | +20.4% |
| 6M | -16.6% | -21.9% | +5.3% | -11.7% |
| YTD | -41.9% | -39.2% | -2.7% | -33.3% |
| 1Y | -37.0% | -42.6% | +5.6% | -26.4% |
| 3Y | +892.4% | -50.2% | +942.6% | +988.2% |
| 5Y | +297.3% | -7.0% | +304.3% | +186.9% |
| All | +500.0% | +30.1% | +469.9% | +346.1% |
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