+382.3%
APP vs BLK
+49.0%
+333.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +4.0% |
| 7D | +0.3% | -5.2% | +5.5% | +5.6% |
| 30D | -1.3% | -7.0% | +5.7% | +5.6% |
| 3M | -36.2% | +5.7% | -41.9% | -40.4% |
| 6M | -34.1% | +11.0% | -45.1% | -42.5% |
| YTD | -53.3% | +0.9% | -54.2% | -55.3% |
| 1Y | -44.5% | -1.6% | -42.9% | -46.0% |
| 3Y | +646.7% | +64.5% | +582.2% | +309.3% |
| 5Y | +306.4% | +30.9% | +275.6% | +162.5% |
| All | +382.3% | +49.0% | +333.3% | +204.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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